A smoothing method with appropriate parameter control based on Fischer-Burmeister function for second-order cone complementarity problems

Yasushi Narushima, Hideho Ogasawara, Shunsuke Hayashi

Research output: Contribution to journalArticle

3 Citations (Scopus)


We deal with complementarity problems over second-order cones. The complementarity problem is an important class of problems in the real world and involves many optimization problems. The complementarity problem can be reformulated as a nonsmooth system of equations. Based on the smoothed Fischer-Burmeister function, we construct a smoothing Newton method for solving such a nonsmooth system. The proposed method controls a smoothing parameter appropriately. We show the global and quadratic convergence of the method. Finally, some numerical results are given.

Original languageEnglish
Article number830698
JournalAbstract and Applied Analysis
Publication statusPublished - 2013 Aug 5


ASJC Scopus subject areas

  • Analysis
  • Applied Mathematics

Cite this