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Smoothing Newton algorithm based on a regularized one-parametric class
of smoothing functions for generalized complementarity problems over
symmetric cones
Based on the KK smoothing function, we introduce a regularized
one-parametric class of smoothing functions and show that it is
coercive under suitable assumptions. By making use of the introduced
regularized one-parametric class of smoothing functions, we
investigate a smoothing Newton algorithm for solving the generalized
complementarity problems over symmetric cones (GSCCP), where a
nonmonotone line search scheme is used. We show that the algorithm
is globally and locally superlinearly convergent under suitable
assumptions. The theory of Euclidean Jordan algebras is a basic tool
in our analysis.