A SMOOTHING NEWTON METHOD FOR THE CARTESIAN P-0-LCP OVER SYMMETRIC CONES

作者：Liu, Lixia^*; Liu, Sanyang

来源：Pacific Journal of Optimization, 2012, 8(2): 261-272.

• symmetric cones
• linear complementarity problem
• Cartesian P-0-property
• smoothing Newton method
• coerciveness

Based on a symmetric perturbed Fischer-Burmeister smoothing function, a smoothing Newton method for a class of non-monotone linear complementarity problems over symmetric cones (SCLCP) with the Cartesian P-0-property is proposed. The existence of Newton directions is showed for this class of non-monotone SCLCP. The boundedness of the level set, which plays an important role in the convergence analysis, is obtained from the coerciveness. Finally, we show that this algorithm is globally convergent.

• 出版日期2012-4
• 单位西安电子科技大学