Algorithm for Solving Symmetric Cone Complementarity Problems

Authors

Leifu Gao, Institute of Optimization and Decision, Liaoning Technical University, Fuxin 123000, China;
Dongmei Yu, Institute of Optimization and Decision, Liaoning Technical University, Fuxin 123000, China;

Abstract

Abstract: A monotonic trust region algorithm for symmetric cone complementarity problems was proposed based on a smoothing function. The problem was transformed into unconstrained optimization problem and the trust region subproblem was constructed. The problem was solved by using trust region algorithm combined with nonmonotonic strategies, and the global convergence of the algorithm was proved. Numerical experimental results demonstrate that the algorithm is effective for symmetric cone complementarity problems.

Recommended Citation

Gao, Leifu and Yu, Dongmei (2020) "Algorithm for Solving Symmetric Cone Complementarity Problems," Journal of System Simulation: Vol. 27: Iss. 5, Article 19.
Available at: https://dc-china-simulation.researchcommons.org/journal/vol27/iss5/19

First Page

1050

Revised Date

2014-09-24

DOI Link

https://doi.org/

Last Page

1056

CLC

O2224

Recommended Citation

Gao Leifu, Yu Dongmei. Algorithm for Solving Symmetric Cone Complementarity Problems[J]. Journal of System Simulation, 2015, 27(5): 1050-1056.