Complementarity functions and numerical experiments on some smoothing newton methods for second-order-cone complementarity problems

被引：168

作者：

Chen, XD ^{[1
]}

Sun, D

Sun, J

机构：

[1] Tongji Univ, Dept Appl Math, Shanghai 200092, Peoples R China

[2] Natl Univ Singapore, Dept Math, Singapore 117548, Singapore

[3] Natl Univ Singapore, SMA, Singapore 117548, Singapore

[4] Natl Univ Singapore, Dept Decis Sci, Singapore 117548, Singapore

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2003年 / 25卷 / 1-3期

关键词：

complementarity function; soc; smoothing Newton method; quadratic convergence;

D O I：

10.1023/A:1022996819381

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

Two results on the second-order-cone complementarity problem are presented. We show that the squared smoothing function is strongly semismooth. Under monotonicity and strict feasibility we provide a new proof, based on a penalized natural complementarity function, for the solution set of the second-order-cone complementarity problem being bounded. Numerical results of squared smoothing Newton algorithms are reported.

引用

页码：39 / 56

页数：18

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