A global linear and local quadratic single—step noninterior continuation method for monotone semidefinite complementarity problems*

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.