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A Smoothing Method with Appropriate Parameter Control Based on Fischer-Burmeister Function for Second-Order Cone Complementarity Problems

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  • Yasushi Narushima
  • Hideho Ogasawara
  • Shunsuke Hayashi

Abstract

We deal with complementarity problems over second-order cones. The complementarity problem is an important class of problems in the real world and involves many optimization problems. The complementarity problem can be reformulated as a nonsmooth system of equations. Based on the smoothed Fischer-Burmeister function, we construct a smoothing Newton method for solving such a nonsmooth system. The proposed method controls a smoothing parameter appropriately. We show the global and quadratic convergence of the method. Finally, some numerical results are given.

Suggested Citation

  • Yasushi Narushima & Hideho Ogasawara & Shunsuke Hayashi, 2013. "A Smoothing Method with Appropriate Parameter Control Based on Fischer-Burmeister Function for Second-Order Cone Complementarity Problems," Abstract and Applied Analysis, Hindawi, vol. 2013, pages 1-16, July.
    • Handle: RePEc:hin:jnlaaa:830698
    DOI: 10.1155/2013/830698
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    Cited by:

    1. Tatsuya Hirano & Yasushi Narushima, 2019. "Robust Supply Chain Network Equilibrium Model," Transportation Science, INFORMS, vol. 53(4), pages 1196-1212, July.

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