Analysis of a smoothing Newton method for second-order cone complementarity problem
作者： Xiangsong Zhang , Sanyang Liu , Zhenhua Liu
DOI: 10.1007/S12190-008-0224-3
关键词:
摘要: In this paper, we consider the second-order cone complementarity problem with P0-property. By introducing a smoothing parameter into Fischer-Burmeister function, present Newton method for problem. The proposed algorithm solves only linear system of equations and performs one line search at each iteration. At same time, does not have restrictions on its starting point has global convergence. Under assumption nonsingularity, establish locally quadratic convergence without strict condition. Preliminary numerical results show that is promising.
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