线性二阶锥互补问题的一种非精确光滑算法

运筹学学报 ›› 2011, Vol. 15 ›› Issue (2): 95-102.

线性二阶锥互补问题的一种非精确光滑算法

张杰, 徐成贤, 芮绍平

出版日期:2011-06-15 发布日期:2011-06-15
基金资助:
国家自然科学基金(No. 10971162)

An Inexact Smoothing Algorithm for Linear Second-Order Cone Complementarity Problems

ZHANG Jie, XU Cheng-Xian, RUI Shao-Ping

Online:2011-06-15 Published:2011-06-15

摘要/Abstract

摘要： 在光滑算法的框架下，就线性二阶锥互补问题，给出了一种非精确光滑算法. 在适当的条件下，证明了该算法具有全局收敛性. 数值试验表明该算法对高维线性二阶锥互补问题是有效的.

关键词: 线性二阶锥互补问题, 非精确牛顿法, 大规模问题

Abstract: An inexact smoothing algorithm for second-order cone complementarity problems is proposed under the framework of smoothing methods. It is proved that the proposed algorithm has global convergence property. Numerical experiments demonstrate that the algorithm is effective for large-scale problems.

Key words: second-order cone complementarity problems, inexact Newton method, large-scale problems

中图分类号:

张杰, 徐成贤, 芮绍平. 线性二阶锥互补问题的一种非精确光滑算法[J]. 运筹学学报, 2011, 15(2): 95-102.

ZHANG Jie, XU Cheng-Xian, RUI Shao-Ping. An Inexact Smoothing Algorithm for Linear Second-Order Cone Complementarity Problems[J]. Operations Research Transactions, 2011, 15(2): 95-102.