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|Title:||Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems|
Smoothing Newton method
|Source:||Chen, X.D., Sun, D., Sun, J. (2003). Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems. Computational Optimization and Applications 25 (1-3) : 39-56. ScholarBank@NUS Repository. https://doi.org/10.1023/A:1022996819381|
|Abstract:||Two results on the second-order-cone complementarity problem are presented. We show that the squared smoothing function is strongly semismooth. Under monotonicity and strict feasibility we provide a new proof, based on a penalized natural complementarity function, for the solution set of the second-order-cone complementarity problem being bounded. Numerical results of squared smoothing Newton algorithms are reported.|
|Source Title:||Computational Optimization and Applications|
|Appears in Collections:||Staff Publications|
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