A regularized smoothing Newton method for solving SOCCPs based on a new smoothing C-function

作者：Huang, Na; Ma, Changfeng^*

来源：Applied Mathematics and Computation, 2014, 230: 315-329.

DOI：10.1016/j.amc.2013.12.116

• Second-order cone complementarity problem
• Smoothing method
• Regularization
• Convergence analysis
• Numerical results

In this paper, an SOC complementarity function is constructed. Based on this function, a regularized smoothing Newton method is proposed for solving monotone second-order cone complementarity problems (denoted by SOCCPs). The proposed algorithm is proved to be globally and quadratically convergent under mild conditions. Unlike some existing smoothing Newton-type methods, we take the regularization parameter the same as the smoothing parameter l and treat the parameter l as independent variables in our algorithm. Some numerical results are reported and indicate that the proposed method is quite effective.

• 出版日期2014-3-1
• 单位福建师范大学