A smoothing Newton algorithm for solving the monotone second-order cone complementarity problems

• DOI: 10.1007/s12190-012-0550-3
• Publication Date: 2012-03-13T07:58:32Z
• Authors: Li Dong; Jingyong Tang; Jinchuan Zhou
• Keywords: Smoothing; Theory of computation; Complementarity (molecular biology)

In this paper, a new smoothing function is given by smoothing the symmetric perturbed Fischer-Burmeister function. Based on this function, a smoothing Newton algorithm is proposed for solving the monotone second-order cone complementarity problems. The global and local quadratic convergence results of the algorithm are established under suitable assumptions. The theory of Euclidean Jordan algebras is a basic tool which is extensively used in our analysis. Numerical results indicate that the proposed algorithm is effective.