Title | ||
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A predictor–corrector smoothing Newton method for symmetric cone complementarity problems |
Abstract | ||
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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-xia | 1 | 17 | 1.51 |
Sanyang Liu | 2 | 610 | 51.41 |
Hongwei Liu | 3 | 78 | 12.29 |