The Jacobian consistency of a smoothed Fischer-Burmeister function associated with second-order cones

Hideho Ogasawara, Yasushi Narushima

研究成果: Article

4 引用 (Scopus)

抜粋

This paper deals with the second-order cone complementarity problem (SOCCP), which is an important class of problems containing various optimization problems. The SOCCP can be reformulated as a system of nonsmooth equations. For solving this system of nonsmooth equations, smoothing Newton methods are widely used. The Jacobian consistency property plays an important role for achieving a rapid convergence of the methods. In this paper, we show the Jacobian consistency of a smoothed Fischer-Burmeister function. Moreover, we estimate the distance between the subgradient of the Fischer-Burmeister function and the gradient of its smoothing function.

元の言語English
ページ(範囲)231-247
ページ数17
ジャーナルJournal of Mathematical Analysis and Applications
394
発行部数1
DOI
出版物ステータスPublished - 2012 10 1
外部発表Yes

ASJC Scopus subject areas

  • Analysis
  • Applied Mathematics

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