A smoothing method with appropriate parameter control based on Fischer-Burmeister function for second-order cone complementarity problems

Yasushi Narushima, Hideho Ogasawara, Shunsuke Hayashi

研究成果: Article査読

4 被引用数 (Scopus)

抄録

We deal with complementarity problems over second-order cones. The complementarity problem is an important class of problems in the real world and involves many optimization problems. The complementarity problem can be reformulated as a nonsmooth system of equations. Based on the smoothed Fischer-Burmeister function, we construct a smoothing Newton method for solving such a nonsmooth system. The proposed method controls a smoothing parameter appropriately. We show the global and quadratic convergence of the method. Finally, some numerical results are given.

本文言語English
論文番号830698
ジャーナルAbstract and Applied Analysis
2013
DOI
出版ステータスPublished - 2013
外部発表はい

ASJC Scopus subject areas

  • 分析
  • 応用数学

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