A descent method for a reformulation of the second-order cone complementarity problem (Q2479359)
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scientific article; zbMATH DE number 5254083
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| English | A descent method for a reformulation of the second-order cone complementarity problem |
scientific article; zbMATH DE number 5254083 |
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A descent method for a reformulation of the second-order cone complementarity problem (English)
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26 March 2008
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The authors present a descent method for solving the unconstrained minimization reformulation of the second-order cone complementarity problem which is based on the Fischer-Burmeister merit function associated with the second-order cone, and prove its global convergence under some mild assumptions. The results of the paper are significant not only because they are brand-new but also because there is no need of the assumption of strict feasibility therein. The experimental results of the paper are interesting and worthwhile.
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Complementarity problem
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descent method
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merit function
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numerical examples
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second-order cone
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global convergence
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0.93759894
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0.90947205
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