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




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Abstract and Applied AnalysisVolume 2013 2013, Article ID 830698, 16 pages

Research Article

Department of Management System Science, Yokohama National University, 79-4 Tokiwadai, Hodogaya-ku, Yokohama 240-8501, Japan

Department of Mathematical Information Science, Tokyo University of Science, 1-3 Kagurazaka, Shinjuku-ku, Tokyo 162-8601, Japan

Graduate School of Information Sciences, Tohoku University, 6-3-09 Aramaki-aza Aoba, Aoba-ku, Sendai 980-8579, Japan

Received 21 January 2013; Accepted 24 March 2013

Academic Editor: Jein-Shan Chen

Copyright © 2013 Yasushi Narushima et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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.





Autor: Yasushi Narushima, Hideho Ogasawara, and Shunsuke Hayashi

Fuente: https://www.hindawi.com/



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