A descent method for a reformulation of the second-order cone complementarity problem
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Publication:2479359
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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Cited in
(21)- A regularization method for the second-order cone complementarity problem with the Cartesian \(P_0\)-property
- A power penalty method for second-order cone linear complementarity problems
- A smoothing quasi-Newton method for solving general second-order cone complementarity problems
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