| A GLOBAL LINEAR AND LOCAL QUADRATIC SINGLE-STEP NONINTERIOR CONTINUATION METHOD FOR MONOTONE SEMIDEFINITE COMPLEMENTARITY PROBLEMS |
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| 作者姓名： | 张立平 |
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| 作者单位： | Department of |
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| 摘 要： | A noninterior continuation method is proposed for semidefinite complementarity problem (SDCP). This method improves the noninterior continuation methods recently developed for SDCP by Chen and Tseng. The main properties of our method are: (i) it is well defined for the monotones SDCP; (ii) it has to solve just one linear system of equations at each step; (iii) it is shown to be both globally linearly convergent and locally quadratically convergent under suitable assumptions.
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| 关 键 词： | 单调半定互补问题 非内部连续法 全局收敛 局部二次收敛 |
| 收稿时间： | 2004-12-09 |
| 修稿时间： | 2005-09-01 |
A global linear and local quadratic single—step noninterior continuation method for monotone semidefinite complementarity problems |
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| Liping Zhang,.A GLOBAL LINEAR AND LOCAL QUADRATIC SINGLE-STEP NONINTERIOR CONTINUATION METHOD FOR MONOTONE SEMIDEFINITE COMPLEMENTARITY PROBLEMS[J].Acta Mathematica Scientia,2007,27(2):243-253. |
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| Authors: | Liping Zhang |
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| Institution: | aDepartment of Mathematical Sciences, Tsinghua University, Beijing 100084, China |
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| Abstract: | A noninterior continuation method is proposed for semidefinite complementarity problem (SDCP). This method improves the noninterior continuation methods recently developed for SDCP by Chen and Tseng. The main properties of our method are: (i)it is well defined for the monotones SDCP; (ii) it has to solve just one linear system of equations at each step; (iii) it is shown to be both globally linearly convergent and locally quadratically convergent under suitable assumptions. |
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| Keywords: | Semidefi nite complementarity problem noninterior continuation method global convergence local quadratic convergence |
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