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.
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页码：67 / 86
页数：20
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