Abstract
An inexact smoothing Newton method for solving second-order cone complementarity problems (SOCCP) is proposed. In each iteration the corresponding linear system is solved only approximately. Under mild assumptions, it is proved that the proposed method has global convergence and local superlinear convergence properties. Preliminary numerical results indicate that the method is effective for large-scale SOCCP.
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Zhang, J., Rui, SP. (2011). Globally Convergent Inexact Smoothing Newton Method for SOCCP. In: Li, S., Wang, X., Okazaki, Y., Kawabe, J., Murofushi, T., Guan, L. (eds) Nonlinear Mathematics for Uncertainty and its Applications. Advances in Intelligent and Soft Computing, vol 100. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-22833-9_52
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DOI: https://doi.org/10.1007/978-3-642-22833-9_52
Publisher Name: Springer, Berlin, Heidelberg
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