A projection and contraction method for symmetric cone complementarity problem

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.

KEYWORDS:

• Symmetric cone
• Euclidean Jordan algebra
• complementarity problem
• projection
• convergence analysis

2010 MATHEMATICS SUBJECT CLASSIFICATIONS:

• 90C33
• 65K05

Disclosure statement

No potential conflict of interest was reported by the authors.