Complementarity Functions and Numerical Experiments on Some Smoothing Newton Methods for Second-Order-Cone Complementarity Problems

  • X.D. Chen
  • D. Sun
  • J. Sun
Article

Abstract

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.

complementarity function soc smoothing Newton method quadratic convergence 

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Copyright information

© Kluwer Academic Publishers 2003

Authors and Affiliations

  • X.D. Chen
    • 1
  • D. Sun
    • 2
  • J. Sun
    • 3
  1. 1.Department of Applied MathematicsTongji UniversityShanghaiChina
  2. 2.Department of MathematicsNational University of SingaporeRepublic of Singapore
  3. 3.SMA and Department of Decision SciencesNational University of SingaporeRepublic of Singapore

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