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A smoothing method for second order cone complementarity problem

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

Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
532 KB
Volume
228
Category
Article
ISSN
0377-0427

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โœฆ Synopsis

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 coerciveness, which plays an important role in the convergence analysis. Furthermore, the proposed algorithm for the reformulation has no restrictions on the starting point and solves only one system of equations. Preliminary numerical results indicate that the algorithm is effective.

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