Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Chinese Journal of Engineering Mathematics ›› 2015, Vol. 32 ›› Issue (1): 131-144.doi: 10.3969/j.issn.1005-3085.2015.01.013

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An Inexact Smoothing Newton Method for Solving Symmetric Cone Complementarity Problem

RUI Shao-ping   

  1. School of Mathematical Science, Huaibei Normal University, Huaibei 235000
  • Received:2013-10-06 Accepted:2014-01-07 Online:2015-02-15 Published:2015-04-15
  • Supported by:
    The Natural Science Foundation of Education Department of Anhui Province (KJ2013A235).

Abstract:

In this paper, we propose an inexact smoothing method for solving symmetric cone complementarity problem based on a one-parametric class of smoothing function which contains the FB smoothing function and the CHKS smoothing function as special cases. At each iteration, we use the GMRES iterative solver to obtain an approximate solution to the generated smoothing Newton linear system. Under suitable conditions, we obtain global convergence and local superlinear convergence of the proposed algorithm. Numerical results indicate that the proposed algorithm is effective for large-scale problem.

Key words: symmetric cone complementarity problem, inexact smoothing algorithm, Euclidean Jordan algebra, large-scale problem

CLC Number: