Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems

X.D. Chen; Defeng Sun; J. Sun

doi:10.1023/A:1022996819381

Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems

X.D. Chen, Defeng Sun, J. Sun

Research output: Journal article publication › Journal article › Academic research › peer-review

158 Citations (Scopus)

Abstract

Two results on the second-order-cone complementarity problem are presented. We show that the squared smoothing function is strongly semismooth. Under monotonicity and strict feasibility we provide a new proof, based on a penalized natural complementarity function, for the solution set of the second-order-cone complementarity problem being bounded. Numerical results of squared smoothing Newton algorithms are reported.

Original language	English
Pages (from-to)	39-56
Number of pages	18
Journal	Computational Optimization and Applications
Volume	25
Issue number	1-3
DOIs	https://doi.org/10.1023/A:1022996819381
Publication status	Published - 1 Apr 2003
Externally published	Yes

Keywords

Complementarity function
Quadratic convergence
Smoothing Newton method
Soc

ASJC Scopus subject areas

Control and Optimization
Computational Mathematics
Applied Mathematics

More information

10.1023/A:1022996819381

Cite this

@article{6d8d6ea8dfbd4b0e8f58cc66f0b10786,

title = "Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems",

abstract = "Two results on the second-order-cone complementarity problem are presented. We show that the squared smoothing function is strongly semismooth. Under monotonicity and strict feasibility we provide a new proof, based on a penalized natural complementarity function, for the solution set of the second-order-cone complementarity problem being bounded. Numerical results of squared smoothing Newton algorithms are reported.",

keywords = "Complementarity function, Quadratic convergence, Smoothing Newton method, Soc",

author = "X.D. Chen and Defeng Sun and J. Sun",

year = "2003",

month = apr,

day = "1",

doi = "10.1023/A:1022996819381",

language = "English",

volume = "25",

pages = "39--56",

journal = "Computational Optimization and Applications",

issn = "0926-6003",

publisher = "Springer Netherlands",

number = "1-3",

}

TY - JOUR

T1 - Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems

AU - Chen, X.D.

AU - Sun, Defeng

AU - Sun, J.

PY - 2003/4/1

Y1 - 2003/4/1

N2 - Two results on the second-order-cone complementarity problem are presented. We show that the squared smoothing function is strongly semismooth. Under monotonicity and strict feasibility we provide a new proof, based on a penalized natural complementarity function, for the solution set of the second-order-cone complementarity problem being bounded. Numerical results of squared smoothing Newton algorithms are reported.

AB - Two results on the second-order-cone complementarity problem are presented. We show that the squared smoothing function is strongly semismooth. Under monotonicity and strict feasibility we provide a new proof, based on a penalized natural complementarity function, for the solution set of the second-order-cone complementarity problem being bounded. Numerical results of squared smoothing Newton algorithms are reported.

KW - Complementarity function

KW - Quadratic convergence

KW - Smoothing Newton method

KW - Soc

UR - http://www.scopus.com/inward/record.url?scp=0037391603&partnerID=8YFLogxK

U2 - 10.1023/A:1022996819381

DO - 10.1023/A:1022996819381

M3 - Journal article

SN - 0926-6003

VL - 25

SP - 39

EP - 56

JO - Computational Optimization and Applications

JF - Computational Optimization and Applications

IS - 1-3

ER -

Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems

Abstract

Keywords

ASJC Scopus subject areas

More information

Other files and links

Fingerprint

Cite this