Non-interior continuation method for solving the monotone semidefinite complementarity problem
type: Item
instance of: scholarly article
title: Non-interior continuation method for solving the monotone semidefinite complementarity problem
zbMATH Open document ID: 1030.65069
published in: Applied Mathematics and Optimization
publication date: 2003-08-18T00:00:00Z
review text: The authors propose a non-interior continuation method for solving the monotone semidefinite complementarity problems (SDCP), based on the smoothed Fischer-Burmeister function, which is shown to be globally linearly and locally quadratically convergent under suitable assumptions. In the analysis on the global linear convergence of the algorithm the assumption that the Fréchet derivative of the function involved in the SDCP is Lipschitz, is not used.
reviewed by: Stefan Mititelu
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 90C33
Mathematics Subject Classification ID: 90C22
zbMATH DE Number: 1966411
zbMATH Keywords: Monotone semidefinite complementarity problem
zbMATH Keywords: Non-interior continuation method
zbMATH Keywords: Global linear convergence
zbMATH Keywords: Local quadratic convergence
author: Zhenghai Huang
author: Jiye Han
MaRDI profile type: Publication
full work available at URL: s00245-003-0765-7
OpenAlex ID: W2075186346
DOI: 10.1007/S00245-003-0765-7
description: scientific article; zbMATH DE number 1966411