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The Convergence Behavior Of A Non-interior Continuation Algorithm For The Monotone Symmetric Cone Complementarity Problem

Posted on:2009-06-21Degree:MasterType:Thesis
Country:ChinaCandidate:N LuFull Text:PDF
GTID:2190330338989166Subject:Operational Research and Cybernetics
Abstract/Summary:PDF Full Text Request
We consider the symmetric cone complementarity problem (SCCP), the model provides a simple, natural and unified framework for various existing complemen-tarity problems such as the nonnegative orthant nonlinear complementarity prob-lem (NCP), the second-order cone complementarity problem (SOCCP), and the semidefinite complementarity problem (SDCP). Therefore, the SCCP has wide applications in engineering, economics, management science and other fields.In this paper, we propose a non-interior continuation algorithm for solving the monotone symmetric cone complementarity problem (SCCP). The proposed algorithm only needs to solve at most one system of linear equations at each iteration. We show that the algorithm is globally linearly and locally quadratically convergent under some assumptions.
Keywords/Search Tags:Monotone symmetric cone complementarity problem, non-interior continuation method, global linear convergence, local quadratic convergence
PDF Full Text Request
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