A new nonmonotone smoothing Newton method for the symmetric cone complementarity problem with the Cartesian P-0-property

摘要

We present a new smoothing Newton method for the symmetric cone complementarity problem with the Cartesian P-0-property. The new method is based on a new smoothing function and a nonmonotone line search which contains a monotone line search as a special case. It is proved that the new method is globally and locally superlinearly/quadratically convergent under mild conditions. Preliminary numerical results are also reported which indicate the proposed method is promising.