Abstract
In this paper, we explore the second-order differential equation (2-ODE) method to solve the second-order cone constrained variational inequality (SOCCVI). Its convergence and comparison with the first-order differential equation (1-ODE) method are reported. The main idea is employing the complementary function to reformulate the Karush-Kuhn-Tacker (KKT) conditions of the SOCCVI into a smooth system of equations, and then transform into an unconstrained optimization problem. In addition, we do numerical experiments to demonstrate the effectiveness of the approach.
| Original language | English |
|---|---|
| Pages (from-to) | 2745-2765 |
| Number of pages | 21 |
| Journal | Journal of Nonlinear and Convex Analysis |
| Volume | 25 |
| Issue number | 11 |
| Publication status | Published - 2024 |
Keywords
- ODE approach
- Second-order cone
- variational inequality
ASJC Scopus subject areas
- Analysis
- Geometry and Topology
- Control and Optimization
- Applied Mathematics