A New Method for Solving Second-Order Cone Eigenvalue Complementarity Problems

被引：21

作者：

Adly, Samir ^{[1
]}

Rammal, Hadia ^{[1
]}

机构：

[1] Univ Limoges, CNRS, XLIM UMR 7252, F-87060 Limoges, France

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2015年 / 165卷 / 02期

关键词：

Lorentz cone; Second-order cone eigenvalue complementarity problem; Semismooth Newton method; Lattice Projection Method; UNILATERAL CONTACT; ELASTIC-SYSTEMS; NEWTON METHODS; STABILITY; OPTIMIZATION;

D O I：

10.1007/s10957-014-0645-0

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we study numerical methods for solving eigenvalue complementarity problems involving the product of second-order cones (or Lorentz cones). We reformulate such problem to find the roots of a semismooth function. An extension of the Lattice Projection Method (LPM) to solve the second-order cone eigenvalue complementarity problem is proposed. The LPMis compared to the semismooth-Newton methods, associated to the Fischer-Burmeister and the natural residual functions. The performance profiles highlight the efficiency of the LPM. A globalization of these methods, based on the smoothing and regularization approaches, are discussed.

引用

页码：563 / 585

页数：23