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A regularization smoothing method for second-order cone complementarity problem

โœ Scribed by Xiangsong Zhang; Sanyang Liu; Zhenhua Liu

Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
253 KB
Volume
12
Category
Article
ISSN
1468-1218

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โœฆ Synopsis

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-order cone complementarity problem. Under proper conditions, the global convergence and local superlinear convergence of the proposed algorithm are obtained. Moreover, the local superlinear convergence is established without strict complementarity conditions. Preliminary numerical results suggest the effectiveness of the algorithm.

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