A regularization method for the second-order cone complementarity problem with the Cartesian P0-property

Shaohua Pan, Jein Shan Chen

研究成果: 雜誌貢獻文章

15 引文 斯高帕斯(Scopus)

摘要

We consider the Tikhonov regularization method for the second-order cone complementarity problem (SOCCP) with the Cartesian P0-property. We show that many results of the regularization method for the P0-nonlinear complementarity problem still hold for this important class of nonmonotone SOCCP. For example, under the more general setting, every regularized problem has the unique solution, and the solution trajectory generated is bounded if the original SOCCP has a nonempty and bounded solution set. We also propose an inexact regularization algorithm by solving the sequence of regularized problems approximately with the merit function approach based on Fischer-Burmeister merit function, and establish the convergence result of the algorithm. Preliminary numerical results are also reported, which verify the favorable theoretical properties of the proposed method.

原文英語
頁(從 - 到)1475-1491
頁數17
期刊Nonlinear Analysis, Theory, Methods and Applications
70
發行號4
DOIs
出版狀態已發佈 - 2009 二月 15

    指紋

ASJC Scopus subject areas

  • Analysis
  • Applied Mathematics

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