Paper Info
Title
A regularized smoothing Newton method for solving the symmetric cone complementarity problem
Abstract
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.
Year
DOI
Venue
2011
10.1016/j.mcm.2011.06.013
Mathematical and Computer Modelling
Keywords
Field
DocType
Symmetric cone complementarity problem,Euclidean Jordan algebra,Regularization,Smoothing Newton algorithm,Convergence analysis
Mathematical optimization,Mathematical analysis,Complementarity theory,Smoothing,Rate of convergence,Linear complementarity problem,Mixed complementarity problem,Optimization problem,Mathematics,Newton's method,Nonlinear complementarity problem
Journal
Volume
Issue
ISSN
54
9
0895-7177
Citations 
PageRank 
References 
6
0.45
7
Authors
1
Name
Order
Citations
PageRank
Changfeng Ma119729.63