In this paper, we propose a smoothing algorithm for solving the monotone symmetric cone complementarity problems (SCCP for short) with a nonmonotone line search. We show that the nonmonotone algorithm is globally conv...In this paper, we propose a smoothing algorithm for solving the monotone symmetric cone complementarity problems (SCCP for short) with a nonmonotone line search. We show that the nonmonotone algorithm is globally convergent under an assumption that the solution set of the problem concerned is nonempty. Such an assumption is weaker than those given in most existing algorithms for solving optimization problems over symmetric cones. We also prove that the solution obtained by the algorithm is a maximally complementary solution to the monotone SCCP under some assumptions.展开更多
基金supported by National Natural Science Foundation of China (Grant Nos. 10571134, 10671010)Natural Science Foundation of Tianjin (Grant No. 07JCYBJC05200)
文摘In this paper, we propose a smoothing algorithm for solving the monotone symmetric cone complementarity problems (SCCP for short) with a nonmonotone line search. We show that the nonmonotone algorithm is globally convergent under an assumption that the solution set of the problem concerned is nonempty. Such an assumption is weaker than those given in most existing algorithms for solving optimization problems over symmetric cones. We also prove that the solution obtained by the algorithm is a maximally complementary solution to the monotone SCCP under some assumptions.
