Solvability of Newton equations in smoothing-type algorithms for the SOCCP

摘要

In this paper, we first investigate the invertibility of a class of matrices. Based on the obtained results, we then discuss the solvability of Newton equations appearing in the smoothing-type algorithm for solving the second-order cone complementarity problem (SOCCP). A condition ensuring the solvability of such a system of Newton equations is given. In addition, our results also show that the assumption that the Jacobian matrix of the function involved in the SOCCP is a P0-matrix is not enough for ensuring the solvability of such a system of Newton equations, which is different from the one of smoothing-type algorithms for solving many traditional optimization problems in ℜn.