对称锥权互补问题的正则化非单调非精确光滑牛顿法
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迟晓妮,曾荣,刘三阳,朱志斌
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A Regularized Nonmonotone Inexact Smoothing Newton Algorithm for Weighted Symmetric Cone Complementarity Problems
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Xiaoni Chi,Rong Zeng,Sanyang Liu,Zhibin Zhu
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表 2 求解二阶锥互补问题与二阶锥权互补问题的数值结果
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| SOCCP(w =0) | | wSOCCP(w = e) | | wSOCCP(w = (1, 1, 0, …, 0)T) | n | ACPU | AIter | | ACPU | AIter | | ACPU | AIter | 100 | 0.0092 | 5.54 | | 0.0077 | 4.86 | | 0.0081 | 5.00 | 200 | 0.0404 | 6.00 | | 0.0327 | 5.08 | | 0.0403 | 6.00 | 300 | 0.1084 | 6.52 | | 0.0967 | 6.00 | | 0.0999 | 6.00 | 400 | 0.3224 | 7.00 | | 0.2683 | 6.00 | | 0.2885 | 6.10 | 500 | 0.6037 | 7.00 | | 0.4576 | 6.00 | | 0.5476 | 7.00 | 600 | 0.8666 | 7.12 | | 0.7771 | 6.50 | | 0.8525 | 7.00 | 700 | 1.3798 | 7.82 | | 1.2112 | 7.00 | | 1.2700 | 7.00 | 800 | 1.9243 | 8.00 | | 1.6096 | 7.00 | | 1.6915 | 7.00 |
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