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A global linear and local quadratic single-step noninterior continuation method for monotone semidefinite complementarity problems
Zhang Liping
2010-05-06 ; 2010-05-06
关键词semidefinite complementarity problem noninterior continuation method global convergence local quadratic convergence INTERIOR-POINT ALGORITHMS CONVERGENCE Mathematics
中文摘要A noninterior continuation method is proposed for semidefinite complementarity problem (SDCP). This method improves the noninterior continuation methods recently developed for SDCP by Chen and Tseng. The main properties of our method are: (i) it is well defined for the monotones SDCP; (ii) it has to solve just one linear system of equations at each step; (iii) it is shown to be both globally linearly convergent and locally quadratically convergent under suitable assumptions.
语种英语 ; 英语
出版者SPRINGER ; DORDRECHT ; VAN GODEWIJCKSTRAAT 30, 3311 GZ DORDRECHT, NETHERLANDS
内容类型期刊论文
源URL[http://hdl.handle.net/123456789/13881]  
专题清华大学
推荐引用方式
GB/T 7714
Zhang Liping. A global linear and local quadratic single-step noninterior continuation method for monotone semidefinite complementarity problems[J],2010, 2010.
APA Zhang Liping.(2010).A global linear and local quadratic single-step noninterior continuation method for monotone semidefinite complementarity problems..
MLA Zhang Liping."A global linear and local quadratic single-step noninterior continuation method for monotone semidefinite complementarity problems".(2010).
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