کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4628146 1631824 2014 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A regularized smoothing Newton method for solving SOCCPs based on a new smoothing C-function
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
A regularized smoothing Newton method for solving SOCCPs based on a new smoothing C-function
چکیده انگلیسی
In this paper, an SOC complementarity function is constructed. Based on this function, a regularized smoothing Newton method is proposed for solving monotone second-order cone complementarity problems (denoted by SOCCPs). The proposed algorithm is proved to be globally and quadratically convergent under mild conditions. Unlike some existing smoothing Newton-type methods, we take the regularization parameter the same as the smoothing parameter μ and treat the parameter μ as independent variables in our algorithm. Some numerical results are reported and indicate that the proposed method is quite effective.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 230, 1 March 2014, Pages 315-329
نویسندگان
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