A Smoothing Newton Method with Fischer-Burmeister Function for Second-Order Cone Complementarity Problems

Yasushi Narushima, Nobuko Sagara, Hideho Ogasawara

研究成果: Article査読

21 被引用数 (Scopus)

抄録

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.

本文言語English
ページ(範囲)79-101
ページ数23
ジャーナルJournal of Optimization Theory and Applications
149
1
DOI
出版ステータスPublished - 2011 2
外部発表はい

ASJC Scopus subject areas

  • 制御と最適化
  • 経営科学およびオペレーションズ リサーチ
  • 応用数学

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