A Smoothing Method with Appropriate Parameter Control Based on Fischer-Burmeister Function for Second-Order Cone Complementarity Problems

Yasushi Narushima, Hideho Ogasawara and Shunsuke Hayashi

Abstract and Applied Analysis, 2013, vol. 2013, 1-16

Abstract:

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.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:830698

DOI: 10.1155/2013/830698

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