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.
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页数：14
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