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Gradient projection method on the sphere, complementarity problems and copositivity

Author

Listed:
  • Orizon Pereira Ferreira

    (IME/UFG)

  • Yingchao Gao

    (University of Birmingham)

  • Sándor Zoltán Németh

    (University of Birmingham)

  • Petra Renáta Rigó

    (Corvinus University of Budapest)

Abstract

By using a constant step-size, the convergence analysis of the gradient projection method on the sphere is presented for a closed spherically convex set. This algorithm is applied to discuss copositivity of operators with respect to cones. This approach can also be used to analyse solvability of nonlinear cone-complementarity problems. To our best knowledge this is the first numerical method related to the copositivity of operators with respect to the positive semidefinite cone. Numerical results concerning the copositivity of operators are also provided.

Suggested Citation

  • Orizon Pereira Ferreira & Yingchao Gao & Sándor Zoltán Németh & Petra Renáta Rigó, 2024. "Gradient projection method on the sphere, complementarity problems and copositivity," Journal of Global Optimization, Springer, vol. 90(1), pages 1-25, September.
  • Handle: RePEc:spr:jglopt:v:90:y:2024:i:1:d:10.1007_s10898-024-01390-4
    DOI: 10.1007/s10898-024-01390-4
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