A smoothing Newton method for the second-order cone complementarity problem.

DOI10.1007/s10492-013-0011-9zbMath1274.90268MaRDI QIDQ351966

Jingyong Tang, Li Dong, Liang Fang, Guo-Ping He, Jin Chuan Zhou

Publication date: 10 July 2013

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/143164

zbMATH Keywords

global convergence; quadratic convergence; second-order cone complementarity problem; smoothing function; smoothing Newton method

Mathematics Subject Classification ID

90C25: Convex programming

90C30: Nonlinear programming

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

Uses Software

• SDPT3