A non-monotone regularization Newton method for the second-order cone complementarity problem

Jingyong Tang, Jinchuan Zhou and Liang Fang

Applied Mathematics and Computation, 2015, vol. 271, issue C, 743-756

Abstract: Based on the smoothing Newton method and the Tikhonov regularization method, we construct a regularization Newton method for the second-order cone complementarity problem. The method uses a non-monotone line search scheme which contains the usual monotone line search as a special case. By using the theory of Euclidean Jordan algebras, we prove that the proposed method is globally and locally quadratically convergent under suitable assumptions. Some numerical results are reported which indicate the effectiveness of the method.

Keywords: Second-order cone complementarity problem; Smoothing Newton method; Tikhonov regularization method; Non-monotone line search (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0096300315012357
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:271:y:2015:i:c:p:743-756

DOI: 10.1016/j.amc.2015.09.017

Access Statistics for this article

Applied Mathematics and Computation is currently edited by Theodore Simos

More articles in Applied Mathematics and Computation from Elsevier
Bibliographic data for series maintained by Catherine Liu ().