A smoothing Newton method for symmetric cone complementarity problems
Tóm tắt
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.
Tài liệu tham khảo
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