The penalized Fischer-Burmeister SOC complementarity function

Shaohua Pan, Jein Shan Chen, Sangho Kum, Yongdo Lim

研究成果: 雜誌貢獻期刊論文同行評審

5 引文 斯高帕斯(Scopus)

摘要

In this paper, we study the properties of the penalized Fischer-Burmeister (FB) second-order cone (SOC) complementarity function. We show that the function possesses similar desirable properties of the FB SOC complementarity function for local convergence; for example, with the function the second-order cone complementarity problem (SOCCP) can be reformulated as a (strongly) semismooth system of equations, and the corresponding nonsmooth Newton method has local quadratic convergence without strict complementarity of solutions. In addition, the penalized FB merit function has bounded level sets under a rather weak condition which can be satisfied by strictly feasible monotone SOCCPs or SOCCPs with the Cartesian R 01-property, although it is not continuously differentiable. Numerical results are included to illustrate the theoretical considerations.

原文英語
頁(從 - 到)457-491
頁數35
期刊Computational Optimization and Applications
49
發行號3
DOIs
出版狀態已發佈 - 2011 七月

ASJC Scopus subject areas

  • Control and Optimization
  • Computational Mathematics
  • Applied Mathematics

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