WSEAS Transactions on Mathematics
Print ISSN: 1109-2769, E-ISSN: 2224-2880
Volume 12, 2013
A Novel Inexact Smoothing Method for Second-Order Cone Complementarity Problems
Authors: , ,
Abstract: A novel inexact smoothing method is presented for solving the second-order cone complementarity problems (SOCCP). Our method reformulates the SOCCP as an equivalent nonlinear system of equations by in- troducing a regularized Chen-Harker-Kanzow-Smale smoothing function. At each iteration, Newton’s method is adopted to solve the system of equations approximately, which saves computation work compared to the cal- culations of exact search directions. Under rather weak assumptions, the algorithm is proved to possess global convergence and local quadratic convergence.