GLOBAL AND GLOBAL LINEAR CONVERGENCE OF A SMOOTHING ALGORITHM FOR THE CARTESIAN P*(κ)-SCLCP

被引：7

作者：

Huang, Zheng-Hai ^{[1
]}

Lu, Nan ^{[2
]}

机构：

[1] Tianjin Univ, Sch Sci, Dept Math, Tianjin 300072, Peoples R China

[2] Xidian Univ, Dept Math, Xian 710071, Peoples R China

来源：

JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION | 2012年 / 8卷 / 01期

关键词：

Complementarity problem; symmetric cone; Euclidean Jordan algebra; smoothing algorithm; NONLINEAR COMPLEMENTARITY-PROBLEMS; INTERIOR CONTINUATION ALGORITHM; ONE-PARAMETRIC CLASS; QUADRATIC CONVERGENCE; NEWTON ALGORITHM; JORDAN ALGEBRAS; P-0;

D O I：

10.3934/jimo.2012.8.67

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

In this paper, we consider the linear complementarity problem over Euclidean Jordan algebras with a Cartesian P-*(K)-transformation, which is denoted by the Cartesian P-*(K)-SCLCP. A smoothing algorithm is extended to solve the Cartesian P, (K)-SCLCP. We show that the algorithm is globally convergent if the problem concerned has a solution. In particular, we show that the algorithm is globally linearly convergent under a weak assumption.

引用

页码：67 / 86

页数：20

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