Inexact non-interior continuation method for solving large-scale monotone SDCP (Q1044421)

The authors propose an inexact approach for the solution of large-scale monotone semidefinite complementarity problems. Similar to the inexact Newton method for solving nonlinear equations the authors propose the appropriate choice of a forcing parameter that controls the accuracy of the step computation. This inexact step calculation is embedded in a non-interior continuation method based on a smoothed Fischer-Burmeister function introduced by \textit{C. Kanzow} [SIAM J. Matrix Anal. Appl. 17, No. 4, 851--868 (1996; Zbl 0868.90123)]. Assuming boundedness, strict complementarity, and nondegeneracy, the authors prove convergence of the proposed algorithm where the results with respect to the convergence rate show similarities to the results known for the inexact Newton method to compute a solution of a given system of nonlinear equations.