A semidefinite relaxation method for second-order cone polynomial complementarity problems

This paper discusses how to compute all real solutions of the second-order cone tensor complementarity problem when there are finitely many ones. For this goal, we first formulate the second-order cone tensor complementarity problem as two polynomial optimization problems. Based on the reformulation...

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Veröffentlicht in:Computational optimization and applications 2020-04, Vol.75 (3), p.629-647
Hauptverfasser: Cheng, Lulu, Zhang, Xinzhen
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description This paper discusses how to compute all real solutions of the second-order cone tensor complementarity problem when there are finitely many ones. For this goal, we first formulate the second-order cone tensor complementarity problem as two polynomial optimization problems. Based on the reformulation, a semidefinite relaxation method is proposed by solving a finite number of semidefinite relaxations with some assumptions. Numerical experiments are given to show the efficiency of the method.
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subjects Convex and Discrete Geometry
Management Science
Mathematics
Mathematics and Statistics
Operations Research
Operations Research/Decision Theory
Optimization
Polynomials
Relaxation method (mathematics)
Statistics
Tensors
title A semidefinite relaxation method for second-order cone polynomial complementarity problems
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