A regularization smoothing method for second-order cone complementarity problem (Q611300)

The authors consider the singular second-order cone complementarity problem in which the derivative of the mapping may be seriously ill-conditioned. They propose a new regularization method by reformulating the second-order cone complementarity problem into a system of nonlinear equations based on the Fischer-Burmeister function, and use a regularization smoothing Newton method to solve the sequence of problems approximately. The proposed algorithm solves a linear system of equations and performs one line search in each iteration. The global convergence and local superlinear convergence of the algorithm is established under proper conditions. Some numerical experiments are presented to illustrate the efficiency of the algorithm.