Abstract
We reformulate the linear second-order cone complementarity problem into a system of nonlinear equations. Our reformulation is different from others. Our algorithm for the reformulation can start from an arbitrary point. We prove that our algorithm approximates an optimum of the linear second-order cone complementarity problem in finite steps under certain conditions. Finally, we show that the system of nonlinear equations of our reformulation is nonsingular at optimum under certain conditions.
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© 2005 Springer-Verlag Berlin Heidelberg
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Xia, Y., Peng, J. (2005). A Continuation Method for the Linear Second-Order Cone Complementarity Problem. In: Gervasi, O., et al. Computational Science and Its Applications – ICCSA 2005. ICCSA 2005. Lecture Notes in Computer Science, vol 3483. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11424925_32
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DOI: https://doi.org/10.1007/11424925_32
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-25863-6
Online ISBN: 978-3-540-32309-9
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