Analogous to the nonlinear complementarity problem and the semi-definite complementarity problem, a popular approach to solving the second-order cone complementarity problem (SOCCP) is to reformulate it as an unconstrained minimization of a certain merit function over R n . In this paper, we present
A proximal gradient descent method for the extended second-order cone linear complementarity problem
โ Scribed by Shaohua Pan; Jein-Shan Chen
- Book ID
- 108178634
- Publisher
- Elsevier Science
- Year
- 2010
- Tongue
- English
- Weight
- 305 KB
- Volume
- 366
- Category
- Article
- ISSN
- 0022-247X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
In this paper, the second order cone complementarity problem is studied. Based on a perturbed symmetrically smoothing function, which has coerciveness under proper conditions, we present a smoothing Newton method for this problem. The boundedness of the level set can be obtained from the coercivenes
In this paper, the second-order cone complementarity problem is studied. Based on the Fischer-Burmeister function with a perturbed parameter, which is also called smoothing parameter, a regularization smoothing Newton method is presented for solving the sequence of regularized problems of the second