A barrier-based smoothing proximal point algorithm for NCPs over closed convex cones

We present a new barrier-based method of constructing smoothing approximations for the Euclidean projector onto closed convex cones. These smoothing approximations are used in a smoothing proximal point algorithm to solve monotone nonlinear complementarity problems (NCPs) over a convex cones via the normal map equation. The smoothing approximations allow for the solution of the smoothed … Read more