Complementarity Functions and Numerical Experiments on Some Smoothing Newton Methods for Second-Order-Cone Complementarity Problems
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Two results on the second-order-cone complementarity problem are presented. We show that the squared smoothing function is strongly semismooth. Under monotonicity and strict feasibility we provide a new proof, based on a penalized natural complementarity function, for the solution set of the second-order-cone complementarity problem being bounded. Numerical results of squared smoothing Newton algorithms are reported.
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- Complementarity Functions and Numerical Experiments on Some Smoothing Newton Methods for Second-Order-Cone Complementarity Problems
Computational Optimization and Applications
Volume 25, Issue 1-3 , pp 39-56
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- Kluwer Academic Publishers
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- complementarity function
- smoothing Newton method
- quadratic convergence
- Industry Sectors
- Author Affiliations
- 1. Department of Applied Mathematics, Tongji University, Shanghai, China
- 2. Department of Mathematics, National University of Singapore, Republic of Singapore
- 3. SMA and Department of Decision Sciences, National University of Singapore, Republic of Singapore