A modified smoothing and regularized Newton method for monotone second-order cone complementarity problems

DOI10.1016/j.camwa.2011.01.009zbMath1217.65127OpenAlexW2060650063MaRDI QIDQ552321

Linjie Chen, Chang-Feng Ma

Publication date: 21 July 2011

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2011.01.009

zbMATH Keywords

convergence analysisnumerical resultsregularizationsmoothing methodsecond-order cone complementarity problem

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for variational inequalities and related problems (65K15)

Related Items (16)

Solving symmetric and positive definite second-order cone linear complementarity problem by a rational Krylov subspace method ⋮ A new non-interior continuation method for solving the second-order cone complementarity problem ⋮ Smoothing functions and algorithm for nonsymmetric circular cone complementarity problems. ⋮ The modulus-based matrix splitting iteration methods for second-order cone linear complementarity problems ⋮ A regularized smoothing Newton method for solving SOCCPs based on a new smoothing C-function ⋮ An approximate lower order penalty approach for solving second-order cone linear complementarity problems ⋮ The matrix splitting iteration method for nonlinear complementarity problems associated with second-order cone ⋮ A new smoothing and regularization Newton method for the symmetric cone complementarity problem ⋮ The relaxation modulus-based matrix splitting iteration methods for circular cone nonlinear complementarity problems ⋮ A non-monotone regularization Newton method for the second-order cone complementarity problem ⋮ A power penalty method for second-order cone nonlinear complementarity problems ⋮ Improved convergence results for an inexact smoothing method for the second-order cone complementarity problem ⋮ A power penalty method for second-order cone linear complementarity problems ⋮ A smoothing Newton algorithm for solving the monotone second-order cone complementarity problems ⋮ A modified LM algorithm for tensor complementarity problems over the circular cone ⋮ A smoothing quasi-Newton method for solving general second-order cone complementarity problems

Cites Work

• A damped Gauss-Newton method for the second-order cone complementarity problem
• Two classes of merit functions for the second-order cone complementarity problem
• Smoothing algorithms for complementarity problems over symmetric cones
• A note on treating a second order cone program as a special case of a semidefinite program
• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• A nonsmooth version of Newton's method
• Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
• An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
• Smoothing Functions for Second-Order-Cone Complementarity Problems
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Some Noninterior Continuation Methods for Linear Complementarity Problems
• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
• Unnamed Item

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