A Smoothing Newton Method with Fischer-Burmeister Function for Second-Order Cone Complementarity Problems |
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Authors: | Yasushi Narushima Nobuko Sagara Hideho Ogasawara |
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Institution: | (3) School of Math. Univ. New South Wales, Kensington, NSW, Australia |
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Abstract: | 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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Keywords: | |
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