Non-interior continuation method for solving the monotone semidefinite complementarity problem
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.
Monotone semidefinite complementarity problem
scientific article; zbMATH DE number 1966411