Name
Title | ||
|---|---|---|
A regularized smoothing Newton method for solving SOCCPs based on a new smoothing C-function. |
Abstract | ||
|---|---|---|
In this paper, an SOC complementarity function is constructed. Based on this function, a regularized smoothing Newton method is proposed for solving monotone second-order cone complementarity problems (denoted by SOCCPs). The proposed algorithm is proved to be globally and quadratically convergent under mild conditions. Unlike some existing smoothing Newton-type methods, we take the regularization parameter the same as the smoothing parameter μ and treat the parameter μ as independent variables in our algorithm. Some numerical results are reported and indicate that the proposed method is quite effective. |
Year | DOI | Venue |
|---|---|---|
2014 | 10.1016/j.amc.2013.12.116 | Applied Mathematics and Computation |
Keywords | Field | DocType |
Second-order cone complementarity problem,Smoothing method,Regularization,Convergence analysis,Numerical results | Complementarity (molecular biology),Quadratic growth,Mathematical optimization,Mathematical analysis,Smoothing,Regularization (mathematics),Variables,Monotone polygon,Mathematics,Newton's method | Journal |
Volume | Issue | ISSN |
230 | null | 0096-3003 |
Citations | PageRank | References |
0 | 0.34 | 16 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Na Huang | 1 | 30 | 3.22 |
| Changfeng Ma | 2 | 197 | 29.63 |