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
A Smoothing Newton Method with Fischer-Burmeister Function for Second-Order Cone Complementarity Problems
β Scribed by Yasushi Narushima; Nobuko Sagara; Hideho Ogasawara
- Publisher
- Springer
- Year
- 2011
- Tongue
- English
- Weight
- 757 KB
- Volume
- 149
- Category
- Article
- ISSN
- 0022-3239
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## Communicated by J. Cash In this paper, we present a new one-step smoothing Newton method for solving the second-order cone complementarity problem (SOCCP). Based on a new smoothing function, the SOCCP is approximated by a family of parameterized smooth equations. At each iteration, the proposed
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
A new smoothing function for the second-order cone programming is given by smoothing the symmetric perturbed Fischer-Burmeister function. Based on this new function, a one-step smoothing Newton method is presented for solving the second-order cone programming. The proposed algorithm solves only one
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