Sub-quadratic convergence of a smoothing Newton method for symmetric cone complementarity problems

被引:0
|
作者
He, Yanling [1 ]
Lau, Chunyan [1 ]
机构
[1] Univ Jinan, Sch Math, Jinan 250022, Peoples R China
关键词
Symmetric cone; Smoothing Newton method; Complementarity; Global convergence; Sub-quadratic convergence;
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this paper, A smoothing Newton method is proposed to solve the symmetric cone complementarity problems (SCCP). Firstly, we reformulate SCCP as a nonsmooth nonlinear system of equations by the min complementarity function. Secondly, we smooth the nonsmooth equations by the Chen-Harker-Kanzow-Smale (CHKS) smoothing function. At last. Newtons method is applied to the system. The presented method solves only one linear system of equations and performs only one line search at each iteration. Under a nonsingularity assumption the method is globally and locally subquadratically convergent.
引用
收藏
页码:3082 / 3087
页数:6
相关论文
共 50 条