A new projected Barzilai–Borwein method for the symmetric cone complementarity problem

被引：0
作者：
Xiangjing Liu
Sanyang Liu
机构：
[1] Xidian University,School of mathematics and statistics
来源：
Japan Journal of Industrial and Applied Mathematics | 2020年 / 37卷
关键词：
Euclidean Jordan algebra; Symmetric cone; Projected method; Barzilai–Borwein steplength; Complementarity problem; 65K05; 90C33;
D O I：
暂无
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学科分类号：
摘要：
This paper presents a new projected Barzilai–Borwein method for the complementarity problem over symmetric cone by applying the Barzilai–Borwein-like steplengths to the projected method. A new descent direction is employed and a non-monotone line search is used in the method in order to guarantee the global convergence. The projected Barzilai–Borwein method is proved to be globally convergent under some suitable conditions. Some preliminary computational results are also reported which confirm the good theoretical properties of the proposed method.
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页码：867 / 882
页数：15
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