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

页码：335 / 345

页数：11

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