Abstract

Extending our previous work [T. Wang, R. D. C. Monteiro, and J.-S. Pang, Math. Programming, 74 (1996), pp. 159--195], this paper presents a general potential reduction Newton method for solving a constrained system of nonlinear equations. A major convergence result for the method is established. Specializations of the method to a convex semidefinite program and a monotone complementarity problem in symmetric matrices are discussed. Strengthened convergence results are established in the context of these specializations.

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