Jacobian Consistency of a Smoothing Function for the Weighted Second-Order Cone Complementarity Problem

Wenli Liu, Xiaoni Chi, Qili Yang and Ranran Cui

Mathematical Problems in Engineering, 2021, vol. 2021, 1-11

Abstract:

In this paper, a weighted second-order cone (SOC) complementarity function and its smoothing function are presented. Then, we derive the computable formula for the Jacobian of the smoothing function and show its Jacobian consistency. Also, we estimate the distance between the subgradient of the weighted SOC complementarity function and the gradient of its smoothing function. These results will be critical to achieve the rapid convergence of smoothing methods for weighted SOC complementarity problems.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:6674520

DOI: 10.1155/2021/6674520

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