A Predictor-corrector smoothing Newton method for Solving the Second-order Cone Complementarity

摘要：

In this paper we study a predictor-corrector smoothing method which were designed by Engelke S. and Kanzow C. for linear programming, 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 method for solving the SOCCP. 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 and the data result prove that this algorithm is superior to the predictor-corrector smoothing method by Chi Xiaoni, Liu Sanyang.

关键词： predictor corrector smoothing methods Second order cone Complementarity

作者: Hua-Li Zhao Hong-Wei Liu

作者单位: Applied Mathematics Department,&Xidian University,Xian,Shaanxi 710071,China College of Mathematics Applied Mathematics Department,&Xidian University,Xian,Shaanxi 710071,China

会议类型: 国际会议

会议名称: International Conference on Computational Aspects of Social Networks(国际社会网络计算会议 CASoN 2010)

会议地点: 太原

会议语种:英文

页码: 259-262

在线出版日期: 2010-09-26（万方平台首次上网日期，不代表论文的发表时间）