A predictor-corrector smoothing Newton method for symmetric cone complementarity problems |
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Authors: | Lixia Liu Sanyang Liu Hongwei Liu |
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Affiliation: | Department of Applied Mathematics, Xidian University, Xi’an, Shaanxi 710071, PR China |
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Abstract: | In this paper, we present a predictor-corrector smoothing Newton method for solving nonlinear symmetric cone complementarity problems (SCCP) based on the symmetrically perturbed smoothing function. Under a mild assumption, the solution set of the problem concerned is just nonempty, we show that the proposed algorithm is globally and locally quadratic convergent. Also, the algorithm finds a maximally complementary solution to the SCCP. Numerical results for second order cone complementarity problems (SOCCP), a special case of SCCP, show that the proposed algorithm is effective. |
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Keywords: | 90C25 90C33 |
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