Smoothing penalty approach for solving second-order cone complementarity problems

In this paper, we propose a smoothing penalty approach for solving the second-order cone complementarity problem (SOCCP). The SOCCP is approximated by a smooth nonlinear equation with penalization parameter. We show that any solution sequence of the approximating equations converges to the solution...

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Published inJournal of global optimization Vol. 91; no. 1; pp. 39 - 58
Main Authors Nguyen, Chieu Thanh, Alcantara, Jan Harold, Hao, Zijun, Chen, Jein-Shan
Format Journal Article
LanguageEnglish
Published New York Springer US 01.01.2025
Springer Nature B.V
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Abstract In this paper, we propose a smoothing penalty approach for solving the second-order cone complementarity problem (SOCCP). The SOCCP is approximated by a smooth nonlinear equation with penalization parameter. We show that any solution sequence of the approximating equations converges to the solution of the SOCCP under the assumption that the associated function of the SOCCP satisfies a uniform Cartesian-type property. We present a corresponding algorithm for solving the SOCCP based on this smoothing penalty approach, and we demonstrate the efficiency of our method for solving linear, nonlinear and tensor complementarity problems in the second-order cone setting.
AbstractList In this paper, we propose a smoothing penalty approach for solving the second-order cone complementarity problem (SOCCP). The SOCCP is approximated by a smooth nonlinear equation with penalization parameter. We show that any solution sequence of the approximating equations converges to the solution of the SOCCP under the assumption that the associated function of the SOCCP satisfies a uniform Cartesian-type property. We present a corresponding algorithm for solving the SOCCP based on this smoothing penalty approach, and we demonstrate the efficiency of our method for solving linear, nonlinear and tensor complementarity problems in the second-order cone setting.
Author Chen, Jein-Shan
Hao, Zijun
Nguyen, Chieu Thanh
Alcantara, Jan Harold
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  organization: Department of Mathematics, National Taiwan Normal University
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Keywords Second-order cone
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Nonlinear complementarity problem
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Penalty method
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Snippet In this paper, we propose a smoothing penalty approach for solving the second-order cone complementarity problem (SOCCP). The SOCCP is approximated by a smooth...
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SubjectTerms Algorithms
Approximation
Computer Science
Mathematics
Mathematics and Statistics
Methods
Nonlinear equations
Operations Research/Decision Theory
Optimization
Real Functions
Smoothing
Tensors
Title Smoothing penalty approach for solving second-order cone complementarity problems
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