首页> 外文期刊>Journal of Applied Mathematics and Computing >A smoothing Newton method for symmetric cone complementarity problem
【24h】

A smoothing Newton method for symmetric cone complementarity problem

机译:对称锥互补问题的光滑牛顿法

获取原文
获取原文并翻译 | 示例

摘要

We first extend a new class of smoothing functions, which contains the well-known Chen-Harker-Kanzow-Smale smoothing function and Huang-Han-Chen smoothing function as special cases, for the nonlinear complementarity problem to the symmetric cone complementarity problem (SCCP). And then we present a smoothing Newton algorithm for the SCCP based on the new class of smoothing functions. Both the existence of Newton directions and the boundedness of the level set are showed for the SCCP with the Cartesian (P_0)-property, which contains the monotone SCCP as a special case. The global linear convergence and locally superlinear convergence are established under a nonsingular assumption. Some numerical results for second order cone complementarity problems, a special case of SCCP, show that the proposed algorithm is effective.
机译:我们首先扩展一类新的平滑函数,其中包括著名的Chen-Harker-Kanzow-Smale平滑函数和Huang-Han-Chen平滑函数作为特例,用于非线性互补问题到对称锥互补问题(SCCP) )。然后,我们提出了一种基于新型平滑函数的SCCP平滑牛顿算法。对于具有笛卡尔(P_0)属性的SCCP,显示了牛顿方向的存在和水平集的有界性,其中特例包含单调SCCP。全局线性收敛和局部超线性收敛是在非奇异的假设下建立的。对于二阶锥互补问题(SCCP的一种特殊情况)的一些数值结果表明,该算法是有效的。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号