Non-interior continuation method for solving the monotone semidefinite complementarity problem

doi:10.1007/s00245-003-0765-7

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	Non-interior continuation method for solving the monotone semidefinite complementarity problem
	Huang, ZH; Han, JY
	2003-05-01
发表期刊	APPLIED MATHEMATICS AND OPTIMIZATION
ISSN	0095-4616
卷号	47 期号:3 页码:195-211
摘要	Recently, Chen and Tseng extended non-interior continuation/smoothing methods for solving linear/nonlinear complementarity problems to semidefinite complementarity problems (SDCP). In this paper we propose a non-interior continuation method for solving the monotone SDCP based on the smoothed Fischer-Burmeister function, which is shown to be globally linearly and locally quadratically convergent under suitable assumptions. Our algorithm needs at most to solve a linear system of equations at each iteration. In addition, in our analysis on global linear convergence of the algorithm, we need not use the assumption that the Frechet derivative of the function involved in the SDCP is Lipschitz continuous. For non-interior continuation/smoothing methods for solving the nonlinear complementarity problem, such an assumption has been used widely in the literature in order to achieve global linear convergence results of the algorithms.
关键词	monotone semidefinite complementarity problem non-interior continuation method global linear convergence local quadratic convergence
DOI	10.1007/s00245-003-0765-7
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000183264500001
出版者	SPRINGER-VERLAG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/18293
专题	中国科学院数学与系统科学研究院
通讯作者	Huang, ZH
作者单位	Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Huang, ZH,Han, JY. Non-interior continuation method for solving the monotone semidefinite complementarity problem[J]. APPLIED MATHEMATICS AND OPTIMIZATION,2003,47(3):195-211.
APA	Huang, ZH,&Han, JY.(2003).Non-interior continuation method for solving the monotone semidefinite complementarity problem.APPLIED MATHEMATICS AND OPTIMIZATION,47(3),195-211.
MLA	Huang, ZH,et al."Non-interior continuation method for solving the monotone semidefinite complementarity problem".APPLIED MATHEMATICS AND OPTIMIZATION 47.3(2003):195-211.