A Newton Method for Second-Order Cone Complementarity Problem Based on Single Parameter Function
Combining Single Parameter Function,a new second-order cone complementary function is given in the framework of CHKS function.This new class includes two regularized forms of CHKS and is a class of complementarity functions with good properties and wider applicability.Based on this function,an efficient algorithm for solving second-order cone complementarity problem is designed by using this function.The well-posedness and global convergence of the algorithm are proved,and numerical experiments are given.
万方数据
维普
