A smoothing method for second order cone complementarity problem

摘要

In this paper, the second order cone complementarity problem is studied. Based on a perturbed symmetrically smoothing function, which has coerciveness under proper conditions, we present a smoothing Newton method for this problem. The boundedness of the level set can be obtained from the coerciveness, which plays an important role in the convergence analysis. Furthermore, the proposed algorithm for the reformulation has no restrictions on the starting point and solves only one system of equations. Preliminary numerical results indicate that the algorithm is effective.