Operations Research Transactions ›› 2011, Vol. 15 ›› Issue (2): 95-102.

• Original Articles • Previous Articles     Next Articles

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

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

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