An approximate lower order penalty approach for solving second-order cone linear complementarity problems

Zijun Hao (), Chieu Thanh Nguyen and Jein-Shan Chen ()
Additional contact information
Zijun Hao: North Minzu University
Chieu Thanh Nguyen: National Taiwan Normal University
Jein-Shan Chen: National Taiwan Normal University

Journal of Global Optimization, 2022, vol. 83, issue 4, No 2, 697 pages

Abstract: Abstract Based on a class of smoothing approximations to projection function onto second-order cone, an approximate lower order penalty approach for solving second-order cone linear complementarity problems (SOCLCPs) is proposed, and four kinds of specific smoothing approximations are considered. In light of this approach, the SOCLCP is approximated by asymptotic lower order penalty equations with penalty parameter and smoothing parameter. When the penalty parameter tends to positive infinity and the smoothing parameter monotonically decreases to zero, we show that the solution sequence of the asymptotic lower order penalty equations converges to the solution of the SOCLCP at an exponential rate under a mild assumption. A corresponding algorithm is constructed and numerical results are reported to illustrate the feasibility of this approach. The performance profile of four specific smoothing approximations is presented, and the generalization of two approximations are also investigated.

Keywords: Second-order cone; Linear complementarity problem; Lower order penalty approach; Exponential convergence rate; 90C25; 90C30; 90C33 (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s10898-021-01116-w Abstract (text/html)
Access to the full text of the articles in this series is restricted.

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:spr:jglopt:v:83:y:2022:i:4:d:10.1007_s10898-021-01116-w

Ordering information: This journal article can be ordered from
http://www.springer. ... search/journal/10898

DOI: 10.1007/s10898-021-01116-w

Access Statistics for this article

Journal of Global Optimization is currently edited by Sergiy Butenko

More articles in Journal of Global Optimization from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().