Operations Research Transactions ›› 2011, Vol. 15 ›› Issue (2): 95-102.
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ZHANG Jie, XU Cheng-Xian, RUI Shao-Ping
Online:
Published:
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
CLC Number:
中图分类号: O221 
 
数学分类号: 90C30
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.
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https://www.ort.shu.edu.cn/EN/Y2011/V15/I2/95