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