A Smoothing Newton Method with Fischer-Burmeister Function for Second-Order Cone Complementarity Problems

Yasushi Narushima (), Nobuko Sagara () and Hideho Ogasawara ()
Additional contact information
Yasushi Narushima: Fukushima National College of Technology
Nobuko Sagara: Aichi University
Hideho Ogasawara: Tokyo University of Science

Journal of Optimization Theory and Applications, 2011, vol. 149, issue 1, No 5, 79-101

Abstract: Abstract The second-order cone complementarity problem (SOCCP) is an important class of problems containing a lot of optimization problems. The SOCCP can be transformed into a system of nonsmooth equations. To solve this nonsmooth system, smoothing techniques are often used. Fukushima, Luo and Tseng (SIAM J. Optim. 12:436–460, 2001) studied concrete theories and properties of smoothing functions for the SOCCP. Recently, a practical computational method using the smoothed natural residual function to solve the SOCCP was given by Chen, Sun and Sun (Comput. Optim. Appl. 25:39–56, 2003). In the present paper, we propose an algorithm to solve the SOCCP by using the smoothed Fischer-Burmeister function. Some preliminary numerical results are given.

Keywords: Second-order cone complementarity problem; Fischer-Burmeister function; Smoothing method; Global convergence; Superlinear convergence (search for similar items in EconPapers)
Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://link.springer.com/10.1007/s10957-010-9776-0 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:joptap:v:149:y:2011:i:1:d:10.1007_s10957-010-9776-0

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-010-9776-0

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

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