A Smoothing Method with Appropriate Parameter Control Based on Fischer-Burmeister Function for Second-Order Cone Complementarity Problems

作者：Narushima Yasushi^*; Ogasawara Hideho; Hayashi Shunsuke

来源：Abstract and Applied Analysis, 2013, 2013: 830698.

DOI：10.1155/2013/830698

We deal with complementarity problems over second-order cones. The complementarity problem is an important class of problems in the real world and involves many optimization problems. The complementarity problem can be reformulated as a nonsmooth system of equations. Based on the smoothed Fischer-Burmeister function, we construct a smoothing Newton method for solving such a nonsmooth system. The proposed method controls a smoothing parameter appropriately. We show the global and quadratic convergence of the method. Finally, some numerical results are given.

• 出版日期2013