A Novel Inexact Smoothing Method for Second-Order Cone Complementarity Problems
نویسندگان
چکیده
A novel inexact smoothing method is presented for solving the second-order cone complementarity problems (SOCCP). Our method reformulates the SOCCP as an equivalent nonlinear system of equations by introducing a regularized Chen-Harker-Kanzow-Smale smoothing function. At each iteration, Newton’s method is adopted to solve the system of equations approximately, which saves computation work compared to the calculations of exact search directions. Under rather weak assumptions, the algorithm is proved to possess global convergence and local quadratic convergence. Key–Words: Second-order cone complementarity problem, Smoothing Newton method, Inexact search direction, Global convergence, Local quadratic convergence
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