Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems

Please use this identifier to cite or link to this item: https://doi.org/10.1023/A:1022996819381

Title:	Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
Authors:	Chen, X.D. Sun, D. Sun, J.
Keywords:	Complementarity function Quadratic convergence Smoothing Newton method Soc
Issue Date:	2003
Citation:	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
URI:	http://scholarbank.nus.edu.sg/handle/10635/44187
ISSN:	09266003
DOI:	10.1023/A:1022996819381
Appears in Collections:	Staff Publications

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