Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6419118 | Journal of Mathematical Analysis and Applications | 2012 | 17 Pages |
Abstract
This paper deals with the second-order cone complementarity problem (SOCCP), which is an important class of problems containing various optimization problems. The SOCCP can be reformulated as a system of nonsmooth equations. For solving this system of nonsmooth equations, smoothing Newton methods are widely used. The Jacobian consistency property plays an important role for achieving a rapid convergence of the methods. In this paper, we show the Jacobian consistency of a smoothed Fischer-Burmeister function. Moreover, we estimate the distance between the subgradient of the Fischer-Burmeister function and the gradient of its smoothing function.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Hideho Ogasawara, Yasushi Narushima,