swMATH ID: 3318
Software Authors: Lu, Nan; Huang, Zheng-Hai
Description: Convergence of a non-interior continuation algorithm for the monotone SCCP It is well known that the symmetric cone complementarity problem (SCCP) is a broad class of optimization problems which contains many optimization problems as special cases. Based on a general smoothing function, we propose in this paper a non-interior continuation algorithm for solving the monotone SCCP. The proposed algorithm solves at most one system of linear equations at each iteration. By using the theory of Euclidean Jordan algebras, we show that the algorithm is globally linearly and locally quadratically convergent under suitable assumptions.
Homepage: http://www.springerlink.com/content/65t6012png35m128/fulltext.pdf
Keywords: symmetric cone complementarity problem; non-interior continuation method; global linear convergence; local quadratic convergence
Related Software: SDPT3; SeDuMi; LBFGS-B; Benchmarks for Optimization Software; levmar; TensorToolbox; LAPACK; minpack; LSTRS; ARPACK; PEPA; BIOCHAM; HyTech; PRISM
Cited in: 79 Publications
all top 5

Cited in 40 Serials

7 Journal of Optimization Theory and Applications
5 Journal of Applied Mathematics and Computing
4 Applied Mathematics and Computation
4 Applied Numerical Mathematics
4 Mathematical Methods of Operations Research
3 Journal of Computational and Applied Mathematics
3 Acta Mathematicae Applicatae Sinica. English Series
3 Optimization
3 Journal of Industrial and Management Optimization
3 Optimization Letters
2 Journal of Mathematical Analysis and Applications
2 Operations Research Letters
2 Asia-Pacific Journal of Operational Research
2 Linear Algebra and its Applications
2 Mathematical Programming. Series A. Series B
2 SIAM Journal on Optimization
2 Computational Optimization and Applications
2 Computational and Applied Mathematics
1 Mathematics of Computation
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Numerical Functional Analysis and Optimization
1 Theoretical Computer Science
1 Bulletin of the Iranian Mathematical Society
1 Mathematical and Computer Modelling
1 Journal of Scientific Computing
1 Science in China. Series A
1 Annals of Operations Research
1 Journal of Global Optimization
1 Numerical Algorithms
1 Applied Mathematical Modelling
1 International Journal of Computer Mathematics
1 SIAM Journal on Scientific Computing
1 Mathematical Problems in Engineering
1 Positivity
1 Journal of Inequalities and Applications
1 Acta Mathematica Sinica. English Series
1 Journal of Systems Science and Complexity
1 Journal of Applied Mathematics
1 Journal of Jilin University. Science Edition
1 Set-Valued and Variational Analysis

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