Non-interior continuation method for solving the monotone semidefinite complementarity problem
文献类型：期刊论文
| 作者 | Huang, ZH; Han, JY |
| 刊名 | APPLIED MATHEMATICS AND OPTIMIZATION
 |
| 出版日期 | 2003-05-01 |
| 卷号 | 47期号:3页码:195-211 |
| 关键词 | monotone semidefinite complementarity problem non-interior continuation method global linear convergence local quadratic convergence |
| ISSN号 | 0095-4616 |
| DOI | 10.1007/s00245-003-0765-7 |
| 英文摘要 | Recently, Chen and Tseng extended non-interior continuation/smoothing methods for solving linear/nonlinear complementarity problems to semidefinite complementarity problems (SDCP). In this paper we propose a non-interior continuation method for solving the monotone SDCP based on the smoothed Fischer-Burmeister function, which is shown to be globally linearly and locally quadratically convergent under suitable assumptions. Our algorithm needs at most to solve a linear system of equations at each iteration. In addition, in our analysis on global linear convergence of the algorithm, we need not use the assumption that the Frechet derivative of the function involved in the SDCP is Lipschitz continuous. For non-interior continuation/smoothing methods for solving the nonlinear complementarity problem, such an assumption has been used widely in the literature in order to achieve global linear convergence results of the algorithms. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000183264500001 |
| 出版者 | SPRINGER-VERLAG |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/18292]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Huang, ZH |
| 作者单位 | Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Huang, ZH,Han, JY. Non-interior continuation method for solving the monotone semidefinite complementarity problem[J]. APPLIED MATHEMATICS AND OPTIMIZATION,2003,47(3):195-211. |
| APA | Huang, ZH,&Han, JY.(2003).Non-interior continuation method for solving the monotone semidefinite complementarity problem.APPLIED MATHEMATICS AND OPTIMIZATION,47(3),195-211. |
| MLA | Huang, ZH,et al."Non-interior continuation method for solving the monotone semidefinite complementarity problem".APPLIED MATHEMATICS AND OPTIMIZATION 47.3(2003):195-211. |
入库方式： OAI收割
来源：数学与系统科学研究院
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