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Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems. (English) Zbl 1038.90084
Summary: Two results on the second-order-cone complementarity problem are presented. We show that the squared smoothing function is strongly semismooth. Under monotonicity and strict feasibility we provide a new proof, based on a penalized natural complementarity function, for the solution set of the second-order-cone complementarity problem being bounded. Numerical results of squared smoothing Newton algorithms are reported.

MSC:
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
65K10 Numerical optimization and variational techniques
Software:
SDPT3
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