Paper Info
Title
A modified smoothing and regularized Newton method for monotone second-order cone complementarity problems
Abstract
In this paper, we propose a globally and quadratically convergent Newton-type algorithm for solving monotone second-order cone complementarity problems (denoted by SOCCPs). This algorithm is based on smoothing and regularization techniques by incorporating smoothing Newton's method. Many Newton-type methods with smoothing and regularization techniques have been studied for solving nonlinear complementarity problems (NCPs) and box constrained variational inequalities (BVIs). Our algorithm is regarded as an extension of those methods to SOCCP. However, it is different from the existing methods, because we solve SOCCP by treating both the smoothing parameter @m and the regularization parameter @e as independent variables. In addition, numerical experiments indicate that the proposed method is quite effective.
Year
DOI
Venue
2011
10.1016/j.camwa.2011.01.009
Computers & Mathematics with Applications
Keywords
Field
DocType
smoothing newton,smoothing parameter,modified smoothing,second-order cone complementarity problem,smoothing method,convergence analysis,regularization parameter,numerical results,regularized newton method,monotone second-order cone complementarity,regularization technique,existing method,regularization,newton-type method,nonlinear complementarity problem,quadratically convergent newton-type algorithm,newton method,variational inequality,quadratic convergence
Quadratic growth,Mathematical optimization,Mathematical analysis,Complementarity theory,Regularization (mathematics),Smoothing,Mixed complementarity problem,Monotone polygon,Mathematics,Variational inequality,Newton's method
Journal
Volume
Issue
ISSN
61
5
Computers and Mathematics with Applications
Citations 
PageRank 
References 
6
0.45
11
Authors
2
Name
Order
Citations
PageRank
Linjie Chen1141.64
Changfeng Ma219729.63