Smoothing penalty approach for solving second-order cone complementarity problems

• Published in: Journal 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
• Language: English
• Published: New York Springer US 01.01.2025; Springer Nature B.V
• Subjects: Algorithms; Approximation; Computer Science; Mathematics; Mathematics and Statistics; Methods; Nonlinear equations; Operations Research/Decision Theory; Optimization; Real Functions; Smoothing; Tensors; Second-order cone; 90C30; Nonlinear complementarity problem; 90C25; 90C33; Penalty method

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...