A damped Gauss-Newton method for the second-order cone complementarity problem

DOI10.1007/S00245-008-9054-9zbMath1169.49031OpenAlexW2138437205MaRDI QIDQ836060

Jein-Shan Chen, Shaohua Pan

Publication date: 31 August 2009

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-008-9054-9

zbMATH Keywords

complementaritygeneralized Newton methodFischer-Burmeister functionsecond-order cones\(B\)-subdifferential

Mathematics Subject Classification ID

Newton-type methods (49M15) Nonsmooth analysis (49J52) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Uses Software

• SeDuMi

Cites Work

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