A power penalty method for second-order cone nonlinear complementarity problems

被引：7
|
作者：
Hao, Zijun [1 ,2 ]
Wan, Zhongping [1 ]
Chi, Xiaoni [3 ]
Chen, Jiawei [4 ]
机构：
[1] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Peoples R China
[2] North Univ Ethn, Sch Math & Informat Sci, Yinchuan 750021, Peoples R China
[3] Guilin Univ Elect Technol, Sch Math & Comp Sci, Guilin 541004, Peoples R China
[4] Southwest Univ, Sch Math & Stat, Chongqing 400715, Peoples R China
来源：
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2015年 / 290卷
基金：
中国国家自然科学基金;
关键词：
Second-order cone; Complementarity problem; Power penalty method; Exponential convergence rate; MATRIX-SPLITTING METHOD; INTERIOR-POINT METHODS; PROGRAMMING-PROBLEMS; NEWTON METHODS; CONVERGENCE; CONVEX; REFORMULATION; OPTIMIZATION; CONSTRAINTS;
D O I：
10.1016/j.cam.2015.05.007
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A power penalty method for solving nonlinear second-order cone complementarity problems (SOCCPs) is proposed. By using this method, the nonlinear SOCCP is converted to asymptotic nonlinear equations. The merit of this method shows that the solution sequence of the asymptotic nonlinear equations converges to the solution of the nonlinear SOCCP at an exponential rate when the penalty parameter tends to positive infinity under mild assumptions. An algorithm is constructed and numerical examples indicate the feasibility of our method. (C) 2015 Elsevier B.V. All rights reserved.
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页码：136 / 149
页数：14
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