摘要
It is well known that the symmetric cone complementarity problem（SCCP） is a broad class of optimization problems which contains many optimization problems as special cases.Based on a general smoothing function,we propose in this paper a non-interior continuation algorithm for solving the monotone SCCP.The proposed algorithm solves at most one system of linear equations at each iteration.By using the theory of Euclidean Jordan algebras,we show that the algorithm is globally linearly and locally quadratically convergent under suitable assumptions.
It is well known that the symmetric cone complementarity problem（SCCP） is a broad class of optimization problems which contains many optimization problems as special cases.Based on a general smoothing function,we propose in this paper a non-interior continuation algorithm for solving the monotone SCCP.The proposed algorithm solves at most one system of linear equations at each iteration.By using the theory of Euclidean Jordan algebras,we show that the algorithm is globally linearly and locally quadratically convergent under suitable assumptions.
基金
supported by the National Natural Science Foundation of China (Grants No.10571134 and 10871144)
the Natural Science Foundation of Tianjin (Grant No.07JCYBJC05200)
