کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
468936 | 698268 | 2011 | 12 صفحه PDF | دانلود رایگان |
In this paper, we propose a globally and quadratically convergent Newton-type algorithm for solving monotone second-order cone complementarity problems (denoted by SOCCPs). This algorithm is based on smoothing and regularization techniques by incorporating smoothing Newton’s method. Many Newton-type methods with smoothing and regularization techniques have been studied for solving nonlinear complementarity problems (NCPs) and box constrained variational inequalities (BVIs). Our algorithm is regarded as an extension of those methods to SOCCP. However, it is different from the existing methods, because we solve SOCCP by treating both the smoothing parameter μμ and the regularization parameter εε as independent variables. In addition, numerical experiments indicate that the proposed method is quite effective.
Journal: Computers & Mathematics with Applications - Volume 61, Issue 5, March 2011, Pages 1407–1418