Smoothing homotopy method for solving second-order cone complementarity problem

DOI10.1142/S0217595920500232MaRDI QIDQ5149535zbMATH OpenOpenAlexFDO

Authors Xiaona Fan, Min Zeng, Li Jiang

Publication date 11 February 2021

Published in Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0217595920500232

zbMATH Keywords

global convergencehomotopy methodsecond-order cone complementarity problemsmoothing method

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• A smoothing method for second order cone complementarity problem
• scientific article; zbMATH DE number 6613528
• Analysis of a smoothing Newton method for second-order cone complementarity problem
• Convergence properties of a new smoothing Newton method for second-order cone complementarity problems
• Solving nonlinear complementarity problem by a smoothing homotopy method

Cites work

• A least-square semismooth Newton method for the second-order cone complementarity problem
• A multisplitting method for symmetrical affine second-order cone complementarity problem
• A new non-interior continuation method for solving the second-order cone complementarity problem
• A semi-smooth Newton method for projection equations and linear complementarity problems with respect to the second order cone
• A smoothing homotopy method for solving variational inequalities
• A smoothing Newton algorithm for solving the monotone second-order cone complementarity problems
• An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
• Applications of second-order cone programming
• Box-constrained minimization reformulations of complementarity problems in second-order cones
• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• scientific article; zbMATH DE number 3682672 (Why is no real title available?)
• scientific article; zbMATH DE number 47206 (Why is no real title available?)
• Numerical study of a smoothing algorithm for the complementarity system over the second-order cone
• On the coerciveness of some merit functions for complementarity problems over symmetric cones
• Smoothing functions for second-order-cone complementarity problems

Cited in

(8)

• A smoothing method for second order cone complementarity problem
• A homotopy method for nonlinear second-order cone programming
• A smoothing method with appropriate parameter control based on Fischer-Burmeister function for second-order cone complementarity problems
• Smoothing functions for second-order-cone complementarity problems
• Solving nonlinear complementarity problem by a smoothing homotopy method
• Smoothing penalty approach for solving second-order cone complementarity problems
• Introducing three new smoothing functions: analysis on smoothing-Newton algorithms
• A new smoothing Newton-type two-step algorithm to solve non-Lipschitz absolute value equations of the form \(Ax + B|x|^p = b\)

This page was built for publication: Smoothing homotopy method for solving second-order cone complementarity problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5149535)