Title
A predictor–corrector smoothing Newton method for symmetric cone complementarity problems
Abstract
In this paper, we present a predictor–corrector smoothing Newton method for solving nonlinear symmetric cone complementarity problems (SCCP) based on the symmetrically perturbed smoothing function. Under a mild assumption, the solution set of the problem concerned is just nonempty, we show that the proposed algorithm is globally and locally quadratic convergent. Also, the algorithm finds a maximally complementary solution to the SCCP. Numerical results for second order cone complementarity problems (SOCCP), a special case of SCCP, show that the proposed algorithm is effective.
Year
DOI
Venue
2010
10.1016/j.amc.2010.08.032
Applied Mathematics and Computation
Keywords
Field
DocType
90C25,90C33
Complementarity (molecular biology),Mathematical optimization,Mathematical analysis,Complementarity theory,Smoothing,Solution set,Linear complementarity problem,Mixed complementarity problem,Predictor–corrector method,Mathematics,Newton's method
Journal
Volume
Issue
ISSN
217
7
0096-3003
Citations 
PageRank 
References 
1
0.36
12
Authors
3
Name
Order
Citations
PageRank
Liu Li-xia1171.51
Sanyang Liu261051.41
Hongwei Liu37812.29