Abstract
Based on a new smoothing function, a smoothing Newton-type method is proposed for the solution of symmetric cone complementarity problems (SCCP). The proposed algorithm solves only one linear system of equations and performs only one line search at each iteration. Moreover, it does neither have restrictions on its starting point nor need additional computation which keep the iteration sequence staying in the given neighborhood. Finally, the global and Q-quadratical convergence is shown. Numerical results suggest that the method is effective.
The project is supported by the NSF of China (NO. 60974082) and the Fundamental Research Funds for the Central Universities (JY10000970009).
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Liu, L., Liu, S. (2010). A New Smoothing Newton Method for Symmetric Cone Complementarity Problems. In: Chen, B. (eds) Algorithmic Aspects in Information and Management. AAIM 2010. Lecture Notes in Computer Science, vol 6124. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-14355-7_21
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DOI: https://doi.org/10.1007/978-3-642-14355-7_21
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