A generalized smoothing Newton method for the symmetric cone complementarity problem

Yuan-Min Li and Deyun Wei

Applied Mathematics and Computation, 2015, vol. 264, issue C, 335-345

Abstract: In this paper, a concept of regulation functions is proposed, and some related properties and examples are explored. Based on this regulation function and some smoothing complementarity functions, we present a family of smoothing Newton methods to solve the symmetric cone complementarity problem. This algorithm allows a unified convergence analysis for some smoothing Newton methods. We show that the resulting Newton equation is well-defined and solvable, and provides a theory of global convergence.

Keywords: Smoothing Newton method; Regulation function; Complementarity function; Symmetric cone; Complementarity problem (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:264:y:2015:i:c:p:335-345

DOI: 10.1016/j.amc.2015.04.105

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