Research Of A Smoothing Inexact Newton Method For Symmetric Cone Complementarity Problem

In this paper，we study the Smoothing Inexact Newton Method for Symmetric ConeComplementarity Problems,in order to improving convergence rate of large-scaleproblems, the Smoothing Inexact Newton Method over second-order conecomplementarity problem is extended to cone complementarity problem, then theSmoothing Inexact Newton Method for Symmetric Cone Complementarity Problems isobtained. We introduce the significance and the recent situations of Symmetric ConeComplementarity Problems, some basic concepts and useful result of Euclidean Jordanalgebras and the Smoothing Inexact Newton Method.Based on a smoothing function, aninexact smoothing Newton algorithm for large-scale symmetric cone complementarityproblems is proposed. The algorithm is proved to be globally as well as locally quadraticconvergence under proper conditions. Numerical experiments demonstrate that thealgorithm is effective and feasible for large-scale problems.