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Computational Optimization and Applications

, Volume 45, Issue 1, pp 59–88 | Cite as

A semismooth Newton method for SOCCPs based on a one-parametric class of SOC complementarity functions

  • Shaohua Pan
  • Jein-Shan Chen
Article

Abstract

In this paper, we present a detailed investigation for the properties of a one-parametric class of SOC complementarity functions, which include the globally Lipschitz continuity, strong semismoothness, and the characterization of their B-subdifferential. Moreover, for the merit functions induced by them for the second-order cone complementarity problem (SOCCP), we provide a condition for each stationary point to be a solution of the SOCCP and establish the boundedness of their level sets, by exploiting Cartesian P-properties. We also propose a semismooth Newton type method based on the reformulation of the nonsmooth system of equations involving the class of SOC complementarity functions. The global and superlinear convergence results are obtained, and among others, the superlinear convergence is established under strict complementarity. Preliminary numerical results are reported for DIMACS second-order cone programs, which confirm the favorable theoretical properties of the method.

Keywords

Second-order cone Complementarity B-subdifferential Semismooth Newton’s method 

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Copyright information

© Springer Science+Business Media, LLC 2008

Authors and Affiliations

  1. 1.School of Mathematical SciencesSouth China University of TechnologyGuangzhouPeople’s Republic of China
  2. 2.Department of MathematicsNational Taiwan Normal UniversityTaipeiTaiwan

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