A New Smoothing Newton Method for Symmetric Cone Complementarity Problems
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.
KeywordsSymmetric cone Complementarity Smoothing Newton method Global convergence Q-quadratical convergence
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- 5.Huang, Z.H., Liu, X.H.: Extension of smoothing Newton algorithms to solve linear programming over symmetric cones. Technique Report, Department of Mathematics, School of Science, Tianjin University, China (2007)Google Scholar