A smoothing method for second order cone complementarity problem

被引：17
|
作者：
Zhang, Xiangsong [1 ]
Liu, Sanyang [1 ]
Liu, Zhenhua [1 ]
机构：
[1] Xidian Univ, Dept Appl Math, Xian 710071, Shaanxi, Peoples R China
来源：
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2009年 / 228卷 / 01期
基金：
中国国家自然科学基金;
关键词：
Second-order cone complementarity; Smoothing Newton method; Coerciveness; Global convergence; EUCLIDEAN JORDAN ALGEBRAS; NEWTON METHOD; P-PROPERTIES; TRANSFORMATIONS;
D O I：
10.1016/j.cam.2008.08.040
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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. (c) 2008 Elsevier B.V. All rights reserved.
引用
收藏
页码：83 / 91
页数：9
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