Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4627430 | Applied Mathematics and Computation | 2014 | 16 Pages |
Abstract
In this paper, we introduce a one-parametric class of smoothing functions which contains the Fischer–Burmeister smoothing function as special case. Based on this class of smoothing functions, an inexact smoothing method for solving second-order cone complementarity problems (SOCCPs) is proposed. In each iteration the corresponding linear system is solved only approximately. Under mild assumptions, it is proved that the proposed method has global convergence and local superlinear convergence properties. Preliminary numerical results indicate that the method is effective for large-scale problems.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Shaoping Rui, Chengxian Xu,