A smoothing method for second order cone complementarity problem

作者：Zhang Xiangsong^*; Liu Sanyang; Liu Zhenhua

来源：Journal of Computational and Applied Mathematics, 2009, 228(1): 83-91.

DOI：10.1016/j.cam.2008.08.040

• Second-order cone complementarity
• Smoothing Newton method
• Coerciveness
• Global convergence

In this paper, the second order cone complementarity problem is studied. Based oil 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 ail 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.

• 出版日期2009-6-1
• 单位西安电子科技大学