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A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones

โœ Scribed by Xiao-Hong Liu; Zheng-Hai Huang


Publisher
Springer
Year
2008
Tongue
English
Weight
258 KB
Volume
70
Category
Article
ISSN
0340-9422

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The convergence of a one-step smoothing
โœ Changfeng Ma; Xiaohong Chen ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 180 KB

The nonlinear complementarity problem (denoted by NCP(F)) can be reformulated as the solution of a nonsmooth system of equations. By introducing a new smoothing NCP-function, the problem is approximated by a family of parameterized smooth equations. A one-step smoothing Newton method is proposed for