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A nonmonotone smoothing algorithm for solving the second-order cone complementarity problem. (Chinese. English summary) Zbl 1349.90797

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
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