A regularized smoothing Newton method for solving the symmetric cone complementarity problem

被引：20
|
作者：
Ma, Changfeng [1 ]
机构：
[1] Fujian Normal Univ, Sch Math & Comp Sci, Fuzhou 350007, Peoples R China
来源：
MATHEMATICAL AND COMPUTER MODELLING | 2011年 / 54卷 / 9-10期
基金：
中国国家自然科学基金;
关键词：
Symmetric cone complementarity problem; Euclidean Jordan algebra; Regularization; Smoothing Newton algorithm; Convergence analysis; INTERIOR-POINT ALGORITHMS;
D O I：
10.1016/j.mcm.2011.06.013
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
The symmetric cone complementarity problem (denoted by SCCP) is a class of equilibrium optimization problems, and it contains the standard linear/nonlinear complementarity problem (LCP/NCP), the second-order cone complementarity problem (SOCCP) and the semidefinite complementarity problem (SDCP) as special cases. In this paper, we present a regularized smoothing Newton algorithm for SCCP by making use of Euclidean Jordan algebraic technique. Under suitable conditions, we obtain global convergence and local quadratic convergence of the proposed algorithm. Some numerical results are reported in this paper, which confirm the good theoretical properties of the proposed algorithm. (C) 2011 Elsevier Ltd. All rights reserved.
引用
收藏
页码：2515 / 2527
页数：13
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