A non-monotone regularization Newton method for the second-order cone complementarity problem
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DOI: 10.1016/j.amc.2015.09.017
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- Z.H. Huang & J. Han & Z. Chen, 2003. "Predictor-Corrector Smoothing Newton Method, Based on a New Smoothing Function, for Solving the Nonlinear Complementarity Problem with a P 0 Function," Journal of Optimization Theory and Applications, Springer, vol. 117(1), pages 39-68, April.
- Yasushi Narushima & Nobuko Sagara & Hideho Ogasawara, 2011. "A Smoothing Newton Method with Fischer-Burmeister Function for Second-Order Cone Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 149(1), pages 79-101, April.
- Zheng-Hai Huang & Tie Ni, 2010. "Smoothing algorithms for complementarity problems over symmetric cones," Computational Optimization and Applications, Springer, vol. 45(3), pages 557-579, April.
- Changfeng Ma, 2010. "A new smoothing and regularization Newton method for P 0 -NCP," Journal of Global Optimization, Springer, vol. 48(2), pages 241-261, October.
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Keywords
Second-order cone complementarity problem; Smoothing Newton method; Tikhonov regularization method; Non-monotone line search;All these keywords.
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