Strong convergence properties of a modified nonmonotone smoothing algorithm for the SCCP

Strong convergence properties of a modified nonmonotone smoothing algorithm for the SCCP The smoothing algorithms have been successfully applied to solve the symmetric cone complementarity problem (denoted by SCCP), which in general have the global and local superlinear/quadratic convergence if the solution set of the SCCP is nonempty and bounded. Huang, Hu and Han [Science in China Series A: Mathematics, 52: 833–848, 2009] presented a nonmonotone smoothing algorithm for solving the SCCP, whose global convergence is established by just requiring that the solution set of the SCCP is nonempty. In this paper, we propose a new nonmonotone smoothing algorithm for solving the SCCP by modifying the version of Huang-Hu-Han’s algorithm. We prove that the modified nonmonotone smoothing algorithm not only is globally convergent but also has local superlinear/quadratical convergence if the solution set of the SCCP is nonempty. This convergence result is stronger than those obtained by most smoothing-type algorithms. Finally, some numerical results are reported. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Optimization Letters Springer Journals

Strong convergence properties of a modified nonmonotone smoothing algorithm for the SCCP

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Publisher
Springer Berlin Heidelberg
Copyright
Copyright © 2017 by Springer-Verlag Berlin Heidelberg
Subject
Mathematics; Optimization; Operations Research/Decision Theory; Computational Intelligence; Numerical and Computational Physics, Simulation
ISSN
1862-4472
eISSN
1862-4480
D.O.I.
10.1007/s11590-017-1134-9
Publisher site
See Article on Publisher Site

Abstract

The smoothing algorithms have been successfully applied to solve the symmetric cone complementarity problem (denoted by SCCP), which in general have the global and local superlinear/quadratic convergence if the solution set of the SCCP is nonempty and bounded. Huang, Hu and Han [Science in China Series A: Mathematics, 52: 833–848, 2009] presented a nonmonotone smoothing algorithm for solving the SCCP, whose global convergence is established by just requiring that the solution set of the SCCP is nonempty. In this paper, we propose a new nonmonotone smoothing algorithm for solving the SCCP by modifying the version of Huang-Hu-Han’s algorithm. We prove that the modified nonmonotone smoothing algorithm not only is globally convergent but also has local superlinear/quadratical convergence if the solution set of the SCCP is nonempty. This convergence result is stronger than those obtained by most smoothing-type algorithms. Finally, some numerical results are reported.

Journal

Optimization LettersSpringer Journals

Published: Mar 24, 2017

References

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