A damped Gauss-Newton method for the second-order cone complementarity problem

Shaohua Pan, Jein-Shan Chen

研究成果: 雜誌貢獻文章

39 引文 斯高帕斯(Scopus)

摘要

We investigate some properties related to the generalized Newton method for the Fischer-Burmeister (FB) function over second-order cones, which allows us to reformulate the second-order cone complementarity problem (SOCCP) as a semismooth system of equations. Specifically, we characterize the B-subdifferential of the FB function at a general point and study the condition for every element of the B-subdifferential at a solution being nonsingular. In addition, for the induced FB merit function, we establish its coerciveness and provide a weaker condition than Chen and Tseng (Math. Program. 104:293-327, 2005) for each stationary point to be a solution, under suitable Cartesian P-properties of the involved mapping. By this, a damped Gauss-Newton method is proposed, and the global and superlinear convergence results are obtained. Numerical results are reported for the second-order cone programs from the DIMACS library, which verify the good theoretical properties of the method.

原文英語
頁(從 - 到)293-318
頁數26
期刊Applied Mathematics and Optimization
59
發行號3
DOIs
出版狀態已發佈 - 2009 六月 1

ASJC Scopus subject areas

  • Applied Mathematics
  • Control and Optimization

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