A new one-step smoothing Newton method for the second-order cone complementarity problem

DOI10.1002/MMA.1366MaRDI QIDQ3069969zbMATH OpenOpenAlexFDO

Authors Liang Fang, Congying Han

Publication date 2 February 2011

Published in Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mma.1366

zbMATH Keywords

global convergencesmoothing Newton methodJordan productcoercivenesssecond-order cone complementarity

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Complexity and performance of numerical algorithms (65Y20) Nonlinear programming (90C30) Programming in abstract spaces (90C48)

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Cites work

• scientific article; zbMATH DE number 2212211 (Why is no real title available?)
• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
• A Global Linear and Local Quadratic Noninterior Continuation Method for Nonlinear Complementarity Problems Based on Chen--Mangasarian Smoothing Functions
• A Non-Interior-Point Continuation Method for Linear Complementarity Problems
• A damped Gauss-Newton method for the second-order cone complementarity problem
• A descent method for a reformulation of the second-order cone complementarity problem
• 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
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Non-interior continuation methods for solving semidefinite complementarity problems
• On P- and S-functions and related classes of \(n\)-dimensional nonlinear mappings
• Second-order cone programming
• Semismooth and Semiconvex Functions in Constrained Optimization
• Smoothing functions for second-order-cone complementarity problems
• Superlinear/quadratic one-step smoothing Newton method for \(P_0\)-NCP
• The convergence of a one-step smoothing Newton method for \(P_0\)-NCP based on a new smoothing NCP-function

Cited in

(20)

• A one-step smoothing Newton method for second-order cone programming
• Analysis of a smoothing Newton method for second-order cone complementarity problem
• A modified LM algorithm for tensor complementarity problems over the circular cone
• SOR-like iteration methods for second-order cone linear complementarity problems
• The modulus-based matrix splitting iteration methods for second-order cone linear complementarity problems
• An inexact smoothing method for SOCCPs based on a one-parametric class of smoothing function
• The matrix splitting iteration method for nonlinear complementarity problems associated with second-order cone
• A globally and quadratically convergent smoothing Newton method for solving second-order cone optimization
• A smoothing Newton method based on a one-parametric class of smoothing function for SOCCP
• A generalized smoothing Newton method for the symmetric cone complementarity problem
• The models of bilevel programming with lower level second-order cone programs
• A two-parametric class of merit functions for the second-order cone complementarity problem
• A smoothing-type algorithm for the second-order cone complementarity problem with a new nonmonotone line search
• The convergence of a modified smoothing-type algorithm for the symmetric cone complementarity problem
• A new smoothing method for solving nonlinear complementarity problems
• A smoothing Newton method for the second-order cone complementarity problem.
• The parameter-Newton iteration for the second-order cone linear complementarity problem
• A non-monotone regularization Newton method for the second-order cone complementarity problem
• The relaxation modulus-based matrix splitting iteration methods for circular cone nonlinear complementarity problems
• Anderson accelerating the preconditioned modulus approach for linear complementarity problems on second-order cones

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