Smoothing penalty approach for solving second-order cone complementarity problems

Chieu Thanh Nguyen (), Jan Harold Alcantara (), Zijun Hao () and Jein-Shan Chen ()
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Chieu Thanh Nguyen: Vietnam National University of Agriculture
Jan Harold Alcantara: Center for Advanced Intelligence Project, RIKEN
Zijun Hao: North Minzu University
Jein-Shan Chen: National Taiwan Normal University

Journal of Global Optimization, 2025, vol. 91, issue 1, No 2, 39-58

Abstract: Abstract In this paper, we propose a smoothing penalty approach for solving the second-order cone complementarity problem (SOCCP). The SOCCP is approximated by a smooth nonlinear equation with penalization parameter. We show that any solution sequence of the approximating equations converges to the solution of the SOCCP under the assumption that the associated function of the SOCCP satisfies a uniform Cartesian-type property. We present a corresponding algorithm for solving the SOCCP based on this smoothing penalty approach, and we demonstrate the efficiency of our method for solving linear, nonlinear and tensor complementarity problems in the second-order cone setting.

Keywords: Second-order cone; Nonlinear complementarity problem; Penalty method; 90C25; 90C30; 90C33 (search for similar items in EconPapers)
Date: 2025
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10898-024-01427-8

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