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Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search

文献类型：期刊论文

作者Huang ZhengHai1; Hu ShengLong1; Han JiYe2
刊名SCIENCE IN CHINA SERIES A-MATHEMATICS
出版日期2009-04-01
卷号52期号:4页码:833-848
关键词complementarity problem symmetric cone Euclidean Jordan algebra smoothing algorithm global convergence
ISSN号1006-9283
DOI10.1007/s11425-008-0170-4
英文摘要In this paper, we propose a smoothing algorithm for solving the monotone symmetric cone complementarity problems (SCCP for short) with a nonmonotone line search. We show that the nonmonotone algorithm is globally convergent under an assumption that the solution set of the problem concerned is nonempty. Such an assumption is weaker than those given in most existing algorithms for solving optimization problems over symmetric cones. We also prove that the solution obtained by the algorithm is a maximally complementary solution to the monotone SCCP under some assumptions.
资助项目National Natural Science Foundation of China[10571134] ; National Natural Science Foundation of China[10671010] ; Natural Science Foundation of Tianjin[07JCYBJC05200]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000265153000016
出版者SCIENCE PRESS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/8791]  
专题中国科学院数学与系统科学研究院
通讯作者Huang ZhengHai
作者单位1.Tianjin Univ, Sch Sci, Dept Math, Tianjin 300072, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式
GB/T 7714		 Huang ZhengHai,Hu ShengLong,Han JiYe. Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS,2009,52(4):833-848.
APA Huang ZhengHai,Hu ShengLong,&Han JiYe.(2009).Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search.SCIENCE IN CHINA SERIES A-MATHEMATICS,52(4),833-848.
MLA Huang ZhengHai,et al."Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search".SCIENCE IN CHINA SERIES A-MATHEMATICS 52.4(2009):833-848.

入库方式： OAI收割

来源：数学与系统科学研究院

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