Completely Smooth Lower-Order Penalty Approach for Solving Second-Order Cone Mixed Complementarity Problems

Qiong Wu and Zijun Hao ()
Additional contact information
Qiong Wu: School of Mathematics and Information Science, North Minzu University, Yinchuan 750021, China
Zijun Hao: School of Mathematics and Information Science, North Minzu University, Yinchuan 750021, China

Mathematics, 2025, vol. 13, issue 5, 1-20

Abstract: In this paper, a completely smooth lower-order penalty method for solving a second-order cone mixed complementarity problem (SOCMCP) is studied. Four distinct types of smoothing functions are taken into account. According to this method, SOCMCP is approximated by asymptotically completely smooth lower-order penalty equations (CSLOPEs), which includes penalty and smoothing parameters. Under mild assumptions, the main results show that as the penalty parameter approaches positive infinity and the smooth parameter monotonically decreases to zero, the solution sequence of asymptotic CSLOPEs converges exponentially to the solution of SOCMCP. An algorithm based on this approach is developed, and numerical experiments demonstrate its feasibility. The performance profile of four specific smooth functions is given. The final results show that the numerical performance of CSLOPEs is better than that of a smooth-like lower-order penalty method.

Keywords: mixed complementarity problem; second-order cone programming; exponential convergence rate; lower-order penalty approach (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2025
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://www.mdpi.com/2227-7390/13/5/690/pdf (application/pdf)
https://www.mdpi.com/2227-7390/13/5/690/ (text/html)

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:gam:jmathe:v:13:y:2025:i:5:p:690-:d:1596021

Access Statistics for this article

Mathematics is currently edited by Ms. Emma He

More articles in Mathematics from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().