数学物理学报 ›› 2015, Vol. 35 ›› Issue (4): 824-832.

• 论文 • 上一篇    

对称锥互补问题的一种非精确光滑牛顿算法

张运胜, 高雷阜   

  1. 辽宁工程技术大学理学院, 辽宁 阜新 123000
  • 收稿日期:2013-08-30 修回日期:2015-03-04 出版日期:2015-08-25 发布日期:2015-08-25
  • 作者简介:高雷阜, gaoleifu@163.com
  • 基金资助:

    教育部高校博士学科科研基金联合资助项目(20132121110009)资助

A Smoothing Inexact Newton Method for Symmetric Cone Complementarity Problems

Zhang Yunsheng, Gao Leifu   

  1. College of Science, Liaoning Technical University, Liaoning Fuxin 123000
  • Received:2013-08-30 Revised:2015-03-04 Online:2015-08-25 Published:2015-08-25

摘要:

基于一个光滑函数, 就单调对称锥互补问题, 给出了一种解决高维对称锥互补问题的非精确光滑牛顿算法.在适当条件下, 证明了该算法具有全局收敛性和局部二次收敛性.数值试验证实了算法对大规 模对称锥互补问题的可行性和有效性.

关键词: 对称锥互补问题, 非精确光滑牛顿法, 大规模问题

Abstract:

Based on a smoothing function, an inexact smoothing Newton algorithm for large-scale symmetric cone complementarity problems is proposed. The algorithm is proved to be globally as well as locally quadratic convergence under proper conditions. Numerical experiments demonstrate that the algorithm is effective and feasible for large-scale problems.

Key words: Symmetric cone complementarity problems, Inexact smoothing Newton algorithm, Large-scale problems

中图分类号: 

  • O224