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A descent method for a reformulation of the second-order cone complementarity problem - MaRDI portal

A descent method for a reformulation of the second-order cone complementarity problem (Q2479359)

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A descent method for a reformulation of the second-order cone complementarity problem
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    A descent method for a reformulation of the second-order cone complementarity problem (English)
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    26 March 2008
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    The authors present a descent method for solving the unconstrained minimization reformulation of the second-order cone complementarity problem which is based on the Fischer-Burmeister merit function associated with the second-order cone, and prove its global convergence under some mild assumptions. The results of the paper are significant not only because they are brand-new but also because there is no need of the assumption of strict feasibility therein. The experimental results of the paper are interesting and worthwhile.
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    Complementarity problem
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    descent method
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    merit function
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    numerical examples
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    second-order cone
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    global convergence
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