GLOBAL AND GLOBAL LINEAR CONVERGENCE OF A SMOOTHING ALGORITHM FOR THE CARTESIAN P*(κ)-SCLCP

被引：7
|
作者：
Huang, Zheng-Hai [1 ]
Lu, Nan [2 ]
机构：
[1] Tianjin Univ, Sch Sci, Dept Math, Tianjin 300072, Peoples R China
[2] Xidian Univ, Dept Math, Xian 710071, Peoples R China
来源：
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION | 2012年 / 8卷 / 01期
关键词：
Complementarity problem; symmetric cone; Euclidean Jordan algebra; smoothing algorithm; NONLINEAR COMPLEMENTARITY-PROBLEMS; INTERIOR CONTINUATION ALGORITHM; ONE-PARAMETRIC CLASS; QUADRATIC CONVERGENCE; NEWTON ALGORITHM; JORDAN ALGEBRAS; P-0;
D O I：
10.3934/jimo.2012.8.67
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
In this paper, we consider the linear complementarity problem over Euclidean Jordan algebras with a Cartesian P-*(K)-transformation, which is denoted by the Cartesian P-*(K)-SCLCP. A smoothing algorithm is extended to solve the Cartesian P, (K)-SCLCP. We show that the algorithm is globally convergent if the problem concerned has a solution. In particular, we show that the algorithm is globally linearly convergent under a weak assumption.
引用
收藏
页码：67 / 86
页数：20
相关论文
共 50 条
  • [1] Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search
    Huang ZhengHai
    Hu ShengLong
    Han JiYe
    SCIENCE IN CHINA SERIES A-MATHEMATICS, 2009, 52 (04): : 833 - 848
  • [2] New complexity analysis of interior-point methods for the Cartesian P*(κ)-SCLCP
    Wang, Guoqiang
    Li, Minmin
    Yue, Yujing
    Cai, Xinzhong
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2013,
  • [3] A Homogeneous Smoothing-type Algorithm for Symmetric Cone Linear Programs
    Gu, Wei-zhe
    Huang, Zheng-Hai
    ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2014, 30 (03): : 647 - 662
  • [4] Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search
    HUANG ZhengHai1
    Science China Mathematics, 2009, (04) : 833 - 848
  • [5] Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search
    ZhengHai Huang
    ShengLong Hu
    JiYe Han
    Science in China Series A: Mathematics, 2009, 52 : 833 - 848
  • [6] New complexity analysis of interior-point methods for the Cartesian P∗(κ)-SCLCP
    Guoqiang Wang
    Minmin Li
    Yujing Yue
    Xinzhong Cai
    Journal of Inequalities and Applications, 2013
  • [7] Strong convergence properties of a modified nonmonotone smoothing algorithm for the SCCP
    Tang, Jingyong
    Zhou, Jinchuan
    Fang, Liang
    OPTIMIZATION LETTERS, 2018, 12 (02) : 411 - 424
  • [8] A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones
    Liu, Xiao-Hong
    Huang, Zheng-Hai
    MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2009, 70 (02) : 385 - 404
  • [9] Global linear and quadratic one-step smoothing newton method for P0-LCP
    Zhang, LP
    Zhang, XS
    JOURNAL OF GLOBAL OPTIMIZATION, 2003, 25 (04) : 363 - 376
  • [10] Global Linear and Quadratic One-step Smoothing Newton Method for P0-LCP
    Liping Zhang
    Xiangsun Zhang
    Journal of Global Optimization, 2003, 25 : 363 - 376
12345