Article ID Journal Published Year Pages File Type
4628146 Applied Mathematics and Computation 2014 15 Pages PDF
Abstract
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.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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