Title
A smoothing Newton method for symmetric cone complementarity problems.
Abstract
Recently, there has been much interest in studying optimization problems over symmetric cones. This paper uses Euclidean Jordan algebras as a basic tool to construct a new smoothing function for symmetric cone complementarity problems. It is showed that this new function has similar structure and some good properties as the widely used symmetric perturbed Chen–Harker–Kanzow–Smale smooth function. In particularly, based on the function, we obtain global convergence and locally superlinear convergence of the smoothing Newton algorithm under two weaker assumptions respectively. Some numerical results for second-order cone complementarity problems are also reported.
Year
DOI
Venue
2015
10.1007/s11590-013-0704-8
Optimization Letters
Keywords
Field
DocType
Complementarity problem, Symmetric cone, Euclideanordan algebra, Smoothing algorithm
Complementarity (molecular biology),Convergence (routing),Mathematical optimization,Mathematical analysis,Complementarity theory,Smoothing,Mixed complementarity problem,Smoothness,Optimization problem,Mathematics,Newton's method
Journal
Volume
Issue
ISSN
9
2
1862-4480
Citations 
PageRank 
References 
0
0.34
4
Authors
2
Name
Order
Citations
PageRank
Jia Tang192.76
Changfeng Ma219729.63