Analysis of a smoothing Newton method for second-order cone complementarity problem
This paper considers the second-order cone complementarity problem which consists in finding \(z\in\mathbb{R}^n\) such that \[ \langle f(z), z\rangle= 0\quad\text{and}\quad f(z)\in K,\quad z\in K, \] where \(\langle\cdot,\cdot\rangle\) stands for the Euclidean inner product, \(f: \mathbb{R}^n\to \mathbb{R}^n\) is a \(C^1\)-function, and \(K\) is the Cartesian product of second-order cones, that is, \(K= K^{n_1}\times K^{n_2}\times\cdots\times K^{n_m}\) with \(n_1+ n_2+\cdots+ n_m= n\). The \(n_i\)-dimensional second-order cone \(K^{n_i}\) is defined by \[ K^{n_i}= \{(z_1,z_2)\in \mathbb{R}\times \mathbb{R}^{n_i- 1}: z_1\geq\| z_2\|\}. \] The study is developed under \(P_0\)-property. By introducing a smoothing parameter into the Fischer-Burmeister function, a smoothing Newton method for the second-order cone complementarity problem is presented. The proposed algorithm solves only a linear system of equations and performs only one line search at each iteration, and no restriction on its starting point is imposed. In addition, the algorithm has global convergence, and under non-singularity, the locally quadratic convergence without strict complementarity is established.
- A smoothing Newton method for the second-order cone complementarity problem.
- Convergence properties of a new smoothing Newton method for second-order cone complementarity problems
- A smoothing Newton method for solving the second-order cone programming
- A smoothing Newton algorithm for solving the monotone second-order cone complementarity problems
- A new smoothing Newton-type method for second-order cone programming problems
- A smoothing Newton algorithm for the weighted second-order cone complementarity problem
- A new one-step smoothing Newton method for the second-order cone complementarity problem
- A smoothing quasi-Newton method for solving general second-order cone complementarity problems
- Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
- A smoothing method for second order cone complementarity problem
- A class of smoothing functions for nonlinear and mixed complementarity problems
- A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
- A continuation method for monotone variational inequalities
- A Global Linear and Local Quadratic Noninterior Continuation Method for Nonlinear Complementarity Problems Based on Chen--Mangasarian Smoothing Functions
- A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
- A nonsmooth version of Newton's method
- A semismooth Newton method for SOCCPs based on a one-parametric class of SOC complementarity functions
- An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
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- Optimization and nonsmooth analysis
- Predictor-corrector smoothing Newton method, based on a new smoothing function, for solving the nonlinear complementarity problem with a \(P_0\) function
- Regularization of \(P_{0}\)-functions in box variational inequality problems
- Second-order cone programming
- Semismooth and Semiconvex Functions in Constrained Optimization
- Smoothing functions for second-order-cone complementarity problems
- Some P-Properties for Nonlinear Transformations on Euclidean Jordan Algebras
- Some P-properties for linear transformations on Euclidean Jordan algebras
- Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
- Superlinear noninterior one-step continuation method for monotone LCP in the absence of strict complementarity.
- Three-dimensional quasi-static frictional contact by using second-order cone linear complementarity problem
- A smoothing method for second order cone complementarity problem
- A smoothing quasi-Newton method for solving general second-order cone complementarity problems
- Smoothing Newton method for nonsmooth second-order cone complementarity problems with application to electric power markets
- The parameter-Newton iteration for the second-order cone linear complementarity problem
- A smoothing method with appropriate parameter control based on Fischer-Burmeister function for second-order cone complementarity problems
- Analysis of smoothing-type algorithms for the convex second-order cone programming
- A smoothing Newton algorithm for solving the monotone second-order cone complementarity problems
- An inexact smoothing method for the monotone complementarity problem over symmetric cones
- Convergence properties of a new smoothing Newton method for second-order cone complementarity problems
- A least-square semismooth Newton method for the second-order cone complementarity problem
- A semi-smooth Newton method for projection equations and linear complementarity problems with respect to the second order cone
- A smoothing Newton method for the second-order cone complementarity problem.
- Smoothing homotopy method for solving second-order cone complementarity problem
- Solvability of Newton equations in smoothing-type algorithms for the SOCCP
- A smoothing Newton method with Fischer-Burmeister function for second-order cone complementarity problems
- A damped Gauss-Newton method for the second-order cone complementarity problem
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