A generalized smoothing Newton method for the symmetric cone complementarity problem

被引：4
|
作者：
Li, Yuan-Min [1 ]
Wei, Deyun [1 ]
机构：
[1] Xidian Univ, Sch Math & Stat, Xian 710071, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2015年 / 264卷
基金：
中国国家自然科学基金;
关键词：
Smoothing Newton method; Regulation function; Complementarity function; Symmetric cone; Complementarity problem; ONE-PARAMETRIC CLASS; ALGORITHM; CONVERGENCE;
D O I：
10.1016/j.amc.2015.04.105
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, a concept of regulation functions is proposed, and some related properties and examples are explored. Based on this regulation function and some smoothing complementarity functions, we present a family of smoothing Newton methods to solve the symmetric cone complementarity problem. This algorithm allows a unified convergence analysis for some smoothing Newton methods. We show that the resulting Newton equation is well-defined and solvable, and provides a theory of global convergence. (C) 2015 Elsevier Inc. All rights reserved.
引用
收藏
页码：335 / 345
页数：11
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