期刊
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
卷 149, 期 1, 页码 79-101出版社
SPRINGER/PLENUM PUBLISHERS
DOI: 10.1007/s10957-010-9776-0
关键词
Second-order cone complementarity problem; Fischer-Burmeister function; Smoothing method; Global convergence; Superlinear convergence
资金
- Japan Society for the Promotion of Science [21510164]
- Grants-in-Aid for Scientific Research [21510164] Funding Source: KAKEN
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.
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