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A semismooth Newton method for SOCCPs based on a one-parametric class of SOC complementarity functions

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  • Shaohua Pan
  • Jein-Shan Chen

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  • Shaohua Pan & Jein-Shan Chen, 2010. "A semismooth Newton method for SOCCPs based on a one-parametric class of SOC complementarity functions," Computational Optimization and Applications, Springer, vol. 45(1), pages 59-88, January.
    • Handle: RePEc:spr:coopap:v:45:y:2010:i:1:p:59-88
    DOI: 10.1007/s10589-008-9166-9
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    References listed on IDEAS

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    1. Liqun Qi, 1993. "Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations," Mathematics of Operations Research, INFORMS, vol. 18(1), pages 227-244, February.
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    Cited by:

    1. Wang, Guoxin & Zhang, Jin & Zeng, Bo & Lin, Gui-Hua, 2018. "Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems," European Journal of Operational Research, Elsevier, vol. 265(2), pages 437-447.
    2. Shuang Chen & Li-Ping Pang & Xue-Fei Ma & Dan Li, 2016. "SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 84(1), pages 129-154, August.
    3. Pin-Bo Chen & Gui-Hua Lin & Xide Zhu & Fusheng Bai, 2021. "Smoothing Newton method for nonsmooth second-order cone complementarity problems with application to electric power markets," Journal of Global Optimization, Springer, vol. 80(3), pages 635-659, July.
    4. Juhe Sun & Jein-Shan Chen & Chun-Hsu Ko, 2012. "Neural networks for solving second-order cone constrained variational inequality problem," Computational Optimization and Applications, Springer, vol. 51(2), pages 623-648, March.

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