A Smoothing Method with Appropriate Parameter Control Based on Fischer-Burmeister Function for Second-Order Cone Complementarity Problems | Zendy

Yasushi Narushima | Zendy; Hideho Ogasawara | Zendy; Shunsuke Hayashi | Zendy

Open Access

A Smoothing Method with Appropriate Parameter Control Based on Fischer-Burmeister Function for Second-Order Cone Complementarity Problems

Author(s) -

Yasushi Narushima,

Hideho Ogasawara,

Shunsuke Hayashi

Publication year - 2013

Publication title -

abstract and applied analysis

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.228

H-Index - 56

eISSN - 1687-0409

pISSN - 1085-3375

DOI - 10.1155/2013/830698

Subject(s) - smoothing , mathematics , complementarity (molecular biology) , complementarity theory , mixed complementarity problem , mathematical optimization , quadratic equation , first order , nonlinear system , geometry , statistics , genetics , physics , quantum mechanics , biology

We deal with complementarity problems over second-order cones. The complementarity problem is an important class of problems in the real world and involves many optimization problems. The complementarity problem can be reformulated as a nonsmooth system of equations. Based on the smoothed Fischer-Burmeister function, we construct a smoothing Newton method for solving such a nonsmooth system. The proposed method controls a smoothing parameter appropriately. We show the global and quadratic convergence of the method. Finally, some numerical results are given

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