A regularized smoothing Newton method for symmetric cone complementarity problems
MetadataShow full item record
This paper extends the regularized smoothing Newton method in vector complementarity problems to symmetric cone complementarity problems (SCCP), which includes the nonlinear complementarity problem, the second-order cone complementarity problem, and the semidefinite complementarity problem as special cases. In particular, we study strong semismoothness and Jacobian nonsingularity of the total natural residual function for SCCP. We also derive the uniform approximation property and the Jacobian consistency of the Chen–Mangasarian smoothing function of the natural residual. Based on these properties, global and quadratical convergence of the proposed algorithm is established.
Copyright © 2008 Society for Industrial and Applied Mathematics
Showing items related by title, author, creator and subject.
Wang, Song (2015)This work presents a penalty approach to a nonlinear optimization problem with linear box constraints arising from the discretization of an infinite-dimensional differential obstacle problem with bound constraints on ...
Zhou, Y.; Wang, Song; Yang, X. (2014)In this work, we present a novel power penalty method for the approximation of a global solution to a double obstacle complementarity problem involving a semilinear parabolic differential operator and a bounded feasible ...
Zhao, J.; Wang, Song (2018)A novel power penalty method is proposed to solve a nonlinear obstacle problem with nonlinear constraints arising from the discretization of an infinite-dimensional optimization problem. This approach is based on the ...