Smoothing Homotopy Method for Solving Second-Order Cone Complementarity Problem

Xiaona Fan, Min Zeng () and Li Jiang ()
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Xiaona Fan: School of Science, Nanjing University of Posts and Telecommunications, Nanjing, Jiangsu 210023, P. R. China
Min Zeng: School of Science, Nanjing University of Posts and Telecommunications, Nanjing, Jiangsu 210023, P. R. China
Li Jiang: School of Science, Nanjing University of Posts and Telecommunications, Nanjing, Jiangsu 210023, P. R. China

Asia-Pacific Journal of Operational Research (APJOR), 2020, vol. 37, issue 05, 1-14

Abstract: In this paper, based on Chen–Harker–Kanzow–Smale smooth function, we obtain a smoothing homotopy method to solve the second-order cone complementarity problem. The global convergence is ensured under certain non-monotonicity condition for the defined mapping F. The numerical results illustrate that this method is feasible.

Keywords: Second order cone complementarity problem; homotopy method; smoothing method; global convergence (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1142/S0217595920500232

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