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A new nonmonotone smoothing Newton method for the symmetric cone complementarity problem with the Cartesian $$P_0$$P0 -property
Mathematical Methods of Operations Research ( IF 1.2 ) Pub Date : 2020-04-17 , DOI: 10.1007/s00186-020-00709-7
Xiangjing Liu , Sanyang Liu

We present a new smoothing Newton method for the symmetric cone complementarity problem with the Cartesian \(P_0\)-property. The new method is based on a new smoothing function and a nonmonotone line search which contains a monotone line search as a special case. It is proved that the new method is globally and locally superlinearly/quadratically convergent under mild conditions. Preliminary numerical results are also reported which indicate the proposed method is promising.



中文翻译:

直角坐标的$$ P_0 $$ P0-性质的对称锥互补问题的一种新的非单调平滑牛顿方法

对于具有笛卡尔\(P_0 \) -性质的对称锥互补问题,我们提出了一种新的平滑牛顿方法。新方法基于新的平滑功能和非单调线搜索,该搜索包含特殊情况下的单调线搜索。证明了该新方法在温和条件下是全局和局部超线性/二次收敛的。初步的数值结果也被报道,表明该方法是有前途的。

更新日期:2020-04-18
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