THE SECOND-ORDER DIFFERENTIAL EQUATION METHOD FOR SOLVING SOCCVI PROBLEM

Juhe Sun; Danna Jia; Li Wang; Huiting Zhuang; Jein Shan Chen

THE SECOND-ORDER DIFFERENTIAL EQUATION METHOD FOR SOLVING SOCCVI PROBLEM

Juhe Sun
, Danna Jia
, Li Wang
, Huiting Zhuang
, Jein Shan Chen^*

^*此作品的通信作者

數學系

研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

摘要

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.

原文	英語
頁（從 - 到）	2745-2765
頁數	21
期刊	Journal of Nonlinear and Convex Analysis
卷	25
發行號	11
出版狀態	已發佈 - 2024

ASJC Scopus subject areas

分析
幾何和拓撲
控制和優化
應用數學

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title = "THE SECOND-ORDER DIFFERENTIAL EQUATION METHOD FOR SOLVING SOCCVI PROBLEM",

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.",

keywords = "ODE approach, Second-order cone, variational inequality",

author = "Juhe Sun and Danna Jia and Li Wang and Huiting Zhuang and Chen, \{Jein Shan\}",

year = "2024",

language = "English",

volume = "25",

pages = "2745--2765",

journal = "Journal of Nonlinear and Convex Analysis",

issn = "1345-4773",

publisher = "Yokohama Publishers",

number = "11",

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TY - JOUR

T1 - THE SECOND-ORDER DIFFERENTIAL EQUATION METHOD FOR SOLVING SOCCVI PROBLEM

AU - Sun, Juhe

AU - Jia, Danna

AU - Wang, Li

AU - Zhuang, Huiting

AU - Chen, Jein Shan

PY - 2024

Y1 - 2024

N2 - 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.

AB - 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.

KW - ODE approach

KW - Second-order cone

KW - variational inequality

UR - https://www.scopus.com/pages/publications/85213733987

UR - https://www.scopus.com/pages/publications/85213733987#tab=citedBy

M3 - Article

AN - SCOPUS:85213733987

SN - 1345-4773

VL - 25

SP - 2745

EP - 2765

JO - Journal of Nonlinear and Convex Analysis

JF - Journal of Nonlinear and Convex Analysis

IS - 11

ER -

THE SECOND-ORDER DIFFERENTIAL EQUATION METHOD FOR SOLVING SOCCVI PROBLEM

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