A Lower Order Penalty Method for a Kind of Generalized Second-Order Cone Linear Complementarity Problems

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An efficient algorithm for second-order cone linear complementarity problems

Recently, the globally uniquely solvable (GUS) property of the linear transformation M ∈ Rn×n in the second-order cone linear complementarity problem (SOCLCP) receives much attention and has been studied substantially. Yang and Yuan [30] contributed a new characterization of the GUS property of the linear transformation, which is formulated by basic linear-algebra-related properties. In this pa...

متن کامل

A Novel Inexact Smoothing Method for Second-Order Cone Complementarity Problems

A novel inexact smoothing method is presented for solving the second-order cone complementarity problems (SOCCP). Our method reformulates the SOCCP as an equivalent nonlinear system of equations by introducing a regularized Chen-Harker-Kanzow-Smale smoothing function. At each iteration, Newton’s method is adopted to solve the system of equations approximately, which saves computation work compa...

متن کامل

A Krylov Subspace Method for Large-scale Second-order Cone Linear Complementarity

In this paper, we first show that the second-order cone linear complementarity problem (SOCLCP) can be solved by finding a positive zero s∗ ∈ R of a particular rational function h(s), and we then propose a Krylov subspace method to reduce h(s) to h (s) as in the model reduction. The zero s∗ of h(s) can be accurately approximated by that of h (s) = 0, which itself can be cast as a small eigenval...

متن کامل

A Krylov Subspace Method for Large-Scale Second-Order Cone Linear Complementarity Problem

Recently, a bisection-Newton (BN) iteration [Zhang and Yang, Math. Comp., 83:1701–1726 (2013)] was proposed for solving the second order cone linear complementarity problem (SOCLCP) and was shown to be very efficient for small-to-medium size problems. However, for large scale problems, difficulty arises in the BN iteration in two aspects: 1) a specific eigenpair needs to be computed accurately,...

متن کامل

A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems

Abstract. The Second-Order Cone Complementarity Problem (SOCCP) is a wide class of problems containing the Nonlinear Complementarity Problem (NCP) and the Second-Order Cone Programming Problem (SOCP). Recently, Fukushima, Luo and Tseng extended some merit functions and their smoothing functions for NCP to SOCCP. Moreover, they derived computable formulas for the Jacobians of the smoothing funct...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Pure Mathematics

سال: 2016

ISSN: 2160-7583,2160-7605

DOI: 10.12677/pm.2016.63042