Smoothing Homotopy Method for Solving Second-Order Cone Complementarity Problem

被引：1
作者：
Fan, Xiaona [1 ]
Zeng, Min [1 ]
Jiang, Li [1 ]
机构：
[1] Nanjing Univ Posts & Telecommun, Sch Sci, Nanjing 210023, Jiangsu, Peoples R China
来源：
ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH | 2020年 / 37卷 / 05期
关键词：
Second order cone complementarity problem; homotopy method; smoothing method; global convergence; NEWTON METHOD;
D O I：
10.1142/S0217595920500232
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, based on Chen-Harker-Kanzow-Smale smooth function, we obtain a smoothing homotopy method to solve the second-order cone complementarity problem. The global convergence is ensured under certain non-monotonicity condition for the defined mapping F. The numerical results illustrate that this method is feasible.
引用
收藏
页数：14
相关论文
共 50 条
  • [1] A regularization smoothing method for second-order cone complementarity problem
    Zhang, Xiangsong
    Liu, Sanyang
    Liu, Zhenhua
    NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS, 2011, 12 (01) : 731 - 740
  • [2] A smoothing Newton method for the second-order cone complementarity problem
    Jingyong Tang
    Guoping He
    Li Dong
    Liang Fang
    Jinchuan Zhou
    Applications of Mathematics, 2013, 58 : 223 - 247
  • [3] A smoothing Newton method for the second-order cone complementarity problem
    Tang, Jingyong
    He, Guoping
    Dong, Li
    Fang, Liang
    Zhou, Jinchuan
    APPLICATIONS OF MATHEMATICS, 2013, 58 (02) : 223 - 247
  • [4] Analysis of a smoothing Newton method for second-order cone complementarity problem
    Zhang X.
    Liu S.
    Liu Z.
    Journal of Applied Mathematics and Computing, 2009, 31 (1-2) : 459 - 473
  • [5] A smoothing method for second order cone complementarity problem
    Zhang, Xiangsong
    Liu, Sanyang
    Liu, Zhenhua
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2009, 228 (01) : 83 - 91
  • [6] SOLVING NONLINEAR COMPLEMENTARITY PROBLEM BY A SMOOTHING HOMOTOPY METHOD
    Fan, Xiaona
    Xu, Tingting
    Gao, Furong
    TAIWANESE JOURNAL OF MATHEMATICS, 2015, 19 (01): : 51 - 63
  • [7] A smoothing quasi-Newton method for solving general second-order cone complementarity problems
    Tang, Jingyong
    Zhou, Jinchuan
    JOURNAL OF GLOBAL OPTIMIZATION, 2021, 80 (02) : 415 - 438
  • [8] Improved convergence results for an inexact smoothing method for the second-order cone complementarity problem
    Zhang, Ping
    JOURNAL OF APPLIED MATHEMATICS AND COMPUTING, 2019, 61 (1-2) : 417 - 429
  • [9] Improved convergence results for an inexact smoothing method for the second-order cone complementarity problem
    Ping Zhang
    Journal of Applied Mathematics and Computing, 2019, 61 : 417 - 429
  • [10] A new non-interior continuation method for solving the second-order cone complementarity problem
    Tang, Jingyong
    Dong, Li
    Zhou, Jinchuan
    Fang, Liang
    APPLIED MATHEMATICS AND COMPUTATION, 2014, 236 : 287 - 299
12345