Acta mathematica scientia,Series A ›› 2015, Vol. 35 ›› Issue (4): 824-832.

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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

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

CLC Number: 

  • O224
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