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A regularized smoothing Newton method for solving the symmetric cone complementarity problem. (English) Zbl 1235.90161

Summary: The symmetric cone complementarity problem (denoted by SCCP) is a class of equilibrium optimization problems, and it contains the standard linear/nonlinear complementarity problem (LCP/NCP), the second-order cone complementarity problem (SOCCP) and the semidefinite complementarity problem (SDCP) as special cases. In this paper, we present a regularized smoothing Newton algorithm for SCCP by making use of Euclidean Jordan algebraic technique. Under suitable conditions, we obtain global convergence and local quadratic convergence of the proposed algorithm. Some numerical results are reported in this paper, which confirm the good theoretical properties of the proposed algorithm.

MSC:

90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
65K15 Numerical methods for variational inequalities and related problems

Software:

SCCP
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Full Text: DOI

References:

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