An inexact non-interior continuation method for symmetric cone complementarity problems

摘要

An inexact non-interior continuation method is presented for solving the symmetric cone complementarity problems (SCCP). Based on a one-parametric class of smoothing functions, the proposed algorithm reformulates the SCCP as a nonlinear system of equations. At each iteration, the algorithm allows the use of the search directions that are calculated from the system of equations with only moderate accuracy. It is shown that the algorithm is globally and locally quadratically convergent under suitable assumptions.