A GLOBAL LINEAR AND LOCAL QUADRATIC SINGLE-STEP NONINTERIOR CONTINUATION METHOD FOR MONOTONE SEMIDEFINITE COMPLEMENTARITY PROBLEMS  

作　　者：张立平 

机构地区：[1]Department of Mathematical Sciences Tsinghua University

出　　处：《Acta Mathematica Scientia》2007年第2期243-253,共11页数学物理学报（B辑英文版）

基　　金：This work was supported by the National Natural Science Foundation of China (10201001, 70471008)

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 d.efined 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.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 d.efined 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.

关 键 词：Semidefinite complementarity problem noninterior continuation method global convergence local quadratic convergence 

分 类 号：O175[理学—数学]