A new nonmonotone smoothing Newton method for the symmetric cone complementarity problem with the Cartesian $$P_0$$ P 0 -property
MATHEMATICAL METHODS OF OPERATIONS RESEARCH(2020)
摘要
We present a new smoothing Newton method for the symmetric cone complementarity problem with the Cartesian
$$P_0$$
-property. The new method is based on a new smoothing function and a nonmonotone line search which contains a monotone line search as a special case. It is proved that the new method is globally and locally superlinearly/quadratically convergent under mild conditions. Preliminary numerical results are also reported which indicate the proposed method is promising.
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关键词
Smoothing Newton method,Symmetric cone,Complementarity problem,Cartesian -property,90C33,65K05
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