Dong, Li; Pan, Hong; Wang, Hongqin A nonmonotone smoothing algorithm for solving the second-order cone complementarity problem. (Chinese. English summary) Zbl 1349.90797 Math. Pract. Theory 45, No. 13, 133-139 (2015). Summary: Smoothing algorithms have been successfully applied to solve the second-order cone complementarity problem, which in general are designed based on some monotone line search. In this paper, we propose a nonmonotone smoothing algorithm for solving the second order cone complementarity problem. Without strict complementarity, it is proved that the proposed algorithm is globally and locally quadratically convergent. Numerical experiments demonstrate the efficiency of our algorithm. MSC: 90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) 90C25 Convex programming Keywords:second-order cone complementarity problem; smoothing algorithm; nonmonotone line search PDFBibTeX XMLCite \textit{L. Dong} et al., Math. Pract. Theory 45, No. 13, 133--139 (2015; Zbl 1349.90797)