Numerical study of a smoothing algorithm for the complementarity system over the second-order cone

DOI10.1007/S40314-017-0485-2MaRDI QIDQ1993579zbMATH OpenOpenAlexFDO

Authors Li Dong, Jingyong Tang, Xinyu Song

Publication date 5 November 2018

Published in Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40314-017-0485-2

zbMATH Keywords

smoothing algorithmglobal convergencequadratic convergencecomplementarity system over second-order cone

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A damped Gauss-Newton method for the second-order cone complementarity problem
• A family of new smoothing functions and~a~nonmonotone smoothing Newton method for the nonlinear complementarity problems
• A new method for solving second-order cone eigenvalue complementarity problems
• A non-interior continuation algorithm for the \(P_0\) or \(P*\) LCP with strong global and local convergence properties
• A nonmonotone smoothing Newton algorithm for solving nonlinear complementarity problems
• A nonsmooth version of Newton's method
• A regularized smoothing Newton method for solving the symmetric cone complementarity problem
• A smoothing Newton method with Fischer-Burmeister function for second-order cone complementarity problems
• A smoothing method for second order cone complementarity problem
• A smoothing method with appropriate parameter control based on Fischer-Burmeister function for second-order cone complementarity problems
• A smoothing-type algorithm for the second-order cone complementarity problem with a new nonmonotone line search
• A survey on SOC complementarity functions and solution methods for SOCPs and SOCCPs
• A truncated Newton method with non-monotone line search for unconstrained optimization
• An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
• Avoiding the Maratos Effect by Means of a Nonmonotone Line Search I. General Constrained Problems
• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search
• Smoothing Newton algorithm for the second-order cone programming with a nonmonotone line search
• Smoothing functions for second-order-cone complementarity problems
• Testing Unconstrained Optimization Software
• Two classes of merit functions for the second-order cone complementarity problem

Cited in

(3)

• Smoothing inexact Newton method based on a new derivative-free nonmonotone line search for the NCP over circular cones
• Smoothing homotopy method for solving second-order cone complementarity problem
• Analysis of smoothing-type algorithms for the convex second-order cone programming

Describes a project that uses

Uses Software

• minpack
• SCCP

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