摘要
基于一个光滑函数,就单调对称锥互补问题,给出了一种解决高维对称锥互补问题的非精确光滑牛顿算法.在适当条件下,证明了该算法具有全局收敛性和局部二次收敛性.数值试验证实了算法对大规模对称锥互补问题的可行性和有效性.
Based on a smoothing function,an inexact smoothing Newton algorithm for largescale symmetric cone complementarity problems is proposed.The algorithm is proved to be globally as well as locally quadratic convergence under proper conditions.Numerical experiments demonstrate that the algorithm is effective and feasible for large-scale problems.
出处
《数学物理学报（A辑）》
CSCD
北大核心
2015年第4期824-832,共9页
Acta Mathematica Scientia
基金
教育部高校博士学科科研基金联合资助项目(20132121110009)资助
关键词
对称锥互补问题
非精确光滑牛顿法
大规模问题
Symmetric cone complementarity problems
Inexact smoothing Newton algorithm
Large-scale problems
