求解对称锥互补问题一个新的光滑函数方法A New Smooth Newton Method for Solving Symmetric Cone Complementarity Problem
吕桂阳;马昌凤;
摘要(Abstract):
针对求解单调对称锥互补问题(简记为SCCP),构造了一个新的光滑逼近函数,分析了该函数的一些基本性质.基于这一新的光滑函数提出一个具有非单调线搜索的光滑算法,最后在适当的条件下,证明所提算法是全局超线性收敛.
关键词(KeyWords): 对称锥互补问题;光滑函数;欧氏Jordon代数;全局收敛性
基金项目(Foundation): 国家自然科学基金资助项目(11071041);; 福建省自然科学基金资助项目(2016J01005)
作者(Authors): 吕桂阳;马昌凤;
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