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

DOI10.1002/MMA.1366zbMATH Open1230.90150OpenAlexW1996038042MaRDI QIDQ3069969FDOQ3069969

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

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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)

Cites Work

• A nonsmooth version of Newton's method
• Semismooth and Semiconvex Functions in Constrained Optimization
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Second-order cone programming
• A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
• An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
• Smoothing functions for 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 Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
• Title not available (Why is that?)
• A damped Gauss-Newton method for the second-order cone complementarity problem
• A semismooth Newton method for SOCCPs based on a one-parametric class of SOC complementarity functions
• The convergence of a one-step smoothing Newton method for \(P_0\)-NCP based on a new smoothing NCP-function
• Non-interior continuation methods for solving semidefinite complementarity problems
• A Non-Interior-Point Continuation Method for Linear Complementarity Problems
• Superlinear/quadratic one-step smoothing Newton method for \(P_0\)-NCP
• On P- and S-functions and related classes of \(n\)-dimensional nonlinear mappings
• A descent method for a reformulation of the second-order cone complementarity problem

Cited In (20)

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

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