A smoothing Newton algorithm for solving the monotone second-order cone complementarity problems

作者：Dong, Li^*; Tang, Jingyong; Zhou, Jinchuan

来源：Journal of Applied Mathematics and Computing, 2012, 40(1-2): 45-61.

DOI：10.1007/s12190-012-0550-3

• Convergence
• Euclidean Jordan algebra
• Fischer-Burmeister function
• Local quadratic convergence
• Newton algorithm
• Numerical results
• Second-order cone complementarity problem
• Smoothing function

In this paper, a new smoothing function is given by smoothing the symmetric perturbed Fischer-Burmeister function. Based on this function, a smoothing Newton algorithm is proposed for solving the monotone second-order cone complementarity problems. The global and local quadratic convergence results of the algorithm are established under suitable assumptions. The theory of Euclidean Jordan algebras is a basic tool which is extensively used in our analysis. Numerical results indicate that the proposed algorithm is effective.

• 出版日期2012
• 单位山东大学; 上海交通大学