Smoothing algorithms for complementarity problems over symmetric cones
type: Item
instance of: scholarly article
title: Smoothing algorithms for complementarity problems over symmetric cones
zbMATH Open document ID: 1198.90373
author: Zhenghai Huang
author: Tie Ni
published in: Computational Optimization and Applications
publication date: 2010-04-28T00:00:00Z
review text: The authors study a smoothing function in the context of symmetric cones and show that this function is coercive under some suitable conditions. Another objective of this paper is to extend two generic frameworks of smoothing algorithms to solve the complementarity problems over symmetric cones and to show the global convergence of the algorithms under suitable assumptions. The authors also provide a specific smoothing Newton algorithm which is globally and locally quadratically convergent under suitable assumptions. The theory of Euclidean Jordan algebras is a basic tool which is extensively used in the analysis. Some numerical results of a smoothing Newton algorithm for solving second-order cone complementarity problems are also reported.
reviewed by: Samir Kumar Neogy
Mathematics Subject Classification ID: 90C33
zbMATH DE Number: 5702500
zbMATH Keywords: complementarity problem
zbMATH Keywords: symmetric cone
zbMATH Keywords: Euclidean Jordan algebra
zbMATH Keywords: smoothing algorithm
zbMATH Keywords: merit function method
zbMATH Keywords: smoothing Newton algorithm
MaRDI profile type: Publication
full work available at URL: s10589-008-9180-y
OpenAlex ID: W1979608450
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DOI: 10.1007/S10589-008-9180-Y
description: scientific article; zbMATH DE number 5702500