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Smoothing Homotopy Method for Solving Second-Order Cone Complementarity Problem

Author

Listed:
  • Xiaona Fan

    (School of Science, Nanjing University of Posts and Telecommunications, Nanjing, Jiangsu 210023, P. R. China)

  • Min Zeng

    (School of Science, Nanjing University of Posts and Telecommunications, Nanjing, Jiangsu 210023, P. R. China)

  • Li Jiang

    (School of Science, Nanjing University of Posts and Telecommunications, Nanjing, Jiangsu 210023, P. R. China)

Abstract

In this paper, based on Chen–Harker–Kanzow–Smale smooth function, we obtain a smoothing homotopy method to solve the second-order cone complementarity problem. The global convergence is ensured under certain non-monotonicity condition for the defined mapping F. The numerical results illustrate that this method is feasible.

Suggested Citation

  • Xiaona Fan & Min Zeng & Li Jiang, 2020. "Smoothing Homotopy Method for Solving Second-Order Cone Complementarity Problem," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 37(05), pages 1-14, October.
    • Handle: RePEc:wsi:apjorx:v:37:y:2020:i:05:n:s0217595920500232
    DOI: 10.1142/S0217595920500232
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