Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search

doi:10.1007/s11425-008-0170-4

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	Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search
	Huang ZhengHai 1; Hu ShengLong 1; Han JiYe 2
	2009-04-01
发表期刊	SCIENCE IN CHINA SERIES A-MATHEMATICS
ISSN	1006-9283
卷号	52 期号:4 页码:833-848
摘要	In this paper, we propose a smoothing algorithm for solving the monotone symmetric cone complementarity problems (SCCP for short) with a nonmonotone line search. We show that the nonmonotone algorithm is globally convergent under an assumption that the solution set of the problem concerned is nonempty. Such an assumption is weaker than those given in most existing algorithms for solving optimization problems over symmetric cones. We also prove that the solution obtained by the algorithm is a maximally complementary solution to the monotone SCCP under some assumptions.
关键词	complementarity problem symmetric cone Euclidean Jordan algebra smoothing algorithm global convergence
DOI	10.1007/s11425-008-0170-4
语种	英语
资助项目	National Natural Science Foundation of China[10571134] ; National Natural Science Foundation of China[10671010] ; Natural Science Foundation of Tianjin[07JCYBJC05200]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000265153000016
出版者	SCIENCE PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/8792
专题	中国科学院数学与系统科学研究院
通讯作者	Huang ZhengHai
作者单位	1.Tianjin Univ, Sch Sci, Dept Math, Tianjin 300072, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Huang ZhengHai,Hu ShengLong,Han JiYe. Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS,2009,52(4):833-848.
APA	Huang ZhengHai,Hu ShengLong,&Han JiYe.(2009).Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search.SCIENCE IN CHINA SERIES A-MATHEMATICS,52(4),833-848.
MLA	Huang ZhengHai,et al."Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search".SCIENCE IN CHINA SERIES A-MATHEMATICS 52.4(2009):833-848.