An inexact smoothing method for SOCCPs based on a one-parametric class of smoothing function

被引：3

作者：

Rui, Shaoping ^{[1
]}

Xu, Chengxian ^{[2
]}

机构：

[1] Huaibei Normal Univ, Sch Math Sci, Huaibei 235000, Peoples R China

[2] Xi An Jiao Tong Univ, Fac Sci, Dept Math, Xian 710049, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2014年 / 241卷

关键词：

Second-order cone complementarity problems; Jordan algebra; Inexact Newton methods; Large-scale problems; NONLINEAR COMPLEMENTARITY-PROBLEMS; MONOTONE VARIATIONAL-INEQUALITIES; INTERIOR-POINT ALGORITHMS; NEWTON METHOD; CONVERGENCE ANALYSIS; SYMMETRIC CONES; OPTIMIZATION;

D O I：

10.1016/j.amc.2014.05.007

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we introduce a one-parametric class of smoothing functions which contains the Fischer-Burmeister smoothing function as special case. Based on this class of smoothing functions, an inexact smoothing method for solving second-order cone complementarity problems (SOCCPs) is proposed. In each iteration the corresponding linear system is solved only approximately. Under mild assumptions, it is proved that the proposed method has global convergence and local superlinear convergence properties. Preliminary numerical results indicate that the method is effective for large-scale problems. (C) 2014 Elsevier Inc. All rights reserved.

引用

页码：167 / 182

页数：16

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