Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4633272 | Applied Mathematics and Computation | 2009 | 7 Pages |
Abstract
For exact Newton method for solving monotone semidefinite complementarity problems (SDCP), one needs to exactly solve a linear system of equations at each iteration. For problems of large size, solving the linear system of equations exactly can be very expensive. In this paper, we propose a new inexact smoothing/continuation algorithm for solution of large-scale monotone SDCP. At each iteration the corresponding linear system of equations is solved only approximately. Under mild assumptions, the algorithm is shown to be both globally and superlinearly convergent.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Shao-Ping Rui, Cheng-Xian Xu,