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Autor: =Chen, Jein-Shan
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Publicación seriada
Referencias AnalíticasReferencias Analíticas
Autor: Pan, Shaohua ; Chen, Jein-Shan
Título: A Damped Gauss-Newton Method for the Second-Order Complementarity Problem
Páginas/Colación: pp. 293-318
Fecha: June 2009
Applied Mathematics & Optimization: An International Journal with Applcations to Stochastics Vol. 59, no. 3 June 2009
Información de existenciaInformación de existencia

Palabras Claves: Palabras: B-SUBDIFFERENTIAL B-SUBDIFFERENTIAL, Palabras: COMPLEMENTARITY COMPLEMENTARITY, Palabras: FISCHER-BURMEISTER FUNCTION FISCHER-BURMEISTER FUNCTION, Palabras: GENERALIZED NEWTON METHOD GENERALIZED NEWTON METHOD, Palabras: SECOND ORDER CONES SECOND ORDER CONES

Resumen
We investigate some properties related to the generalized Newton method for the Fischer-Burmeister (FB) function over second-order cones, which allows us to reformulate the second-order cone complementarity problem (SOCCP) as a semismooth system of equations. Specifically, we characterize the B-subdifferential of the FB function at a general point and study the condition for every element of the B-subdifferential at a solution being nonsingular. In addition, for the induced FB merit function, we establish its coerciveness and provide a weaker condition than Chen and Tseng (Math. Program. 104:293–327, 2005) for each stationary point to be a solution, under suitable Cartesian P-properties of the involved mapping. By this, a damped Gauss-Newton method is proposed, and the global and superlinear convergence results are obtained. Numerical results are reported for the second-order cone programs from the DIMACS library, which verify the good theoretical properties of the method.

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

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