A descent method for a reformulation of the second-order cone complementarity problem

Jein Shan Chen*, Shaohua Pan

*此作品的通信作者

研究成果: 雜誌貢獻期刊論文同行評審

14 引文 斯高帕斯(Scopus)

摘要

Analogous to the nonlinear complementarity problem and the semi-definite complementarity problem, a popular approach to solving the second-order cone complementarity problem (SOCCP) is to reformulate it as an unconstrained minimization of a certain merit function over Rn. In this paper, we present a descent method for solving the unconstrained minimization reformulation of the SOCCP which is based on the Fischer-Burmeister merit function (FBMF) associated with second-order cone [J.-S. Chen, P. Tseng, An unconstrained smooth minimization reformulation of the second-order cone complementarity problem, Math. Programming 104 (2005) 293-327], and prove its global convergence. Particularly, we compare the numerical performance of the method for the symmetric affine SOCCP generated randomly with the FBMF approach [J.-S. Chen, P. Tseng, An unconstrained smooth minimization reformulation of the second-order cone complementarity problem, Math. Programming 104 (2005) 293-327]. The comparison results indicate that, if a scaling strategy is imposed on the test problem, the descent method proposed is comparable with the merit function approach in the CPU time for solving test problems although the former may require more function evaluations.

原文英語
頁(從 - 到)547-558
頁數12
期刊Journal of Computational and Applied Mathematics
213
發行號2
DOIs
出版狀態已發佈 - 2008 四月 1

ASJC Scopus subject areas

  • 計算數學
  • 應用數學

指紋

深入研究「A descent method for a reformulation of the second-order cone complementarity problem」主題。共同形成了獨特的指紋。

引用此