数学物理学报(英文版)

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A GLOBAL LINEAR AND LOCAL QUADRATIC SINGLE--STEP NONINTERIOR#br# CONTINUATION METHOD FOR MONOTONE SEMIDEFINITE COMPLEMENTARITY PROBLEMS

张立平   

  1. 清华大学数学系, 北京 100084
  • 收稿日期:2004-12-09 修回日期:2005-09-01 出版日期:2007-04-20 发布日期:2007-04-20
  • 通讯作者: 张立平
  • 基金资助:

    This work was supported by the National Natural Science Foundation of China (10201001, 70471008)

A GLOBAL LINEAR AND LOCAL QUADRATIC SINGLE--STEP NONINTERIOR#br# CONTINUATION METHOD FOR MONOTONE SEMIDEFINITE COMPLEMENTARITY PROBLEMS

Zhang Liping   

  1. Department of Mathematical Sciences, Tsinghua University, Beijing 100084, China
  • Received:2004-12-09 Revised:2005-09-01 Online:2007-04-20 Published:2007-04-20
  • Contact: Zhang Liping

摘要:

A noninterior continuation method is proposed for semidefinite complementarity problem (SDCP). This method improves the
noninterior continuation methods recently developed for SDCP by
Chen and Tseng. The main properties of our method are: (i) it is
well defined for the monotones SDCP; (ii) it has to solve just one
linear system of equations at each step; (iii) it is shown to be
both globally linearly convergent and locally quadratically
convergent under suitable assumptions.

关键词: Semidefinite complementarity problem, noninterior continuation method, global convergence, local quadratic convergence

Abstract:

A noninterior continuation method is proposed for semidefinite
complementarity problem (SDCP). This method improves the
noninterior continuation methods recently developed for SDCP by
Chen and Tseng. The main properties of our method are: (i) it is
well defined for the monotones SDCP; (ii) it has to solve just one
linear system of equations at each step; (iii) it is shown to be
both globally linearly convergent and locally quadratically
convergent under suitable assumptions.

Key words: Semidefinite complementarity problem, noninterior continuation method, global convergence, local quadratic convergence

中图分类号: 

  • 65K10