A projection and contraction method for symmetric cone complementarity problem. (2nd November 2019)

• Record Type: Journal Article
• Authors: Liu, Sanyang; Liu, Xiangjing; Chen, Junfeng
• Is Part Of: Optimization. Volume 68:Number 11(2019)
• Page Start: 2195
• Page End: 2206
• Publication Date: 2019-11-02
• Subjects: Symmetric cone -- Euclidean Jordan algebra -- complementarity problem -- projection -- convergence analysis; 90C33 -- 65K05; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2019.1590355
• Languages: English
• ISSNs: 0233-1934

Abstract

ABSTRACT: This paper considers the symmetric cone complementarity problem. A new projection and contraction method is presented which only requires some projection calculations and functional computations. It is proved that the iteration sequence produced by the proposed method converges to a solution of the symmetric cone complementarity problem under the condition that the underlying transformation is monotone. Numerical experiments also show the effectiveness of this method.