Predictor-Corrector Smoothing Newton Method for Solving the Second-order cone Complementarity
In this paper we study predictor-corrector smoothing Newton method which were designed by Z. H. Huang, J. Han, and Z. Chen for nonlinear complementarity problem, we extends the Algorithm to second-order cone complementarity (SOCCP). Based on the Chen and Mangasarian smoothing function, we present a predictor-corrector smoothing Newton algorithm for solving the SOCCP .The neighbourhood of the path does not appear in the Algorithm. Thus, it does not need a few additional computations which keep the iteration sequence staying in the given neighbourhood. The algorithm is simpler than a predictor-corrector smoothing method by Chi Xiaoni , Liu Sanyang and this algorithm does not have restrictions regarding its starting point . The globally and locally superlinearly convergent under suitable assumptions are shown. Some preliminary computational results are reported.
Predictor Corrector Smoothing Newton Method Second-order cone Complementarity
Huali Zhao Hongwei Liu
Applied Mathematics Department,& Xidian University,Xian,Shaanxi 710071,China College of Mathematics College of Mathematics and Information Science,& Xianyang Normal University,Xianyang,712000,China
国际会议
长沙
英文
2097-2100
2010-05-11（万方平台首次上网日期，不代表论文的发表时间）