Smoothing Newton method for nonsmooth second-order cone complementarity problems with application to electric power markets
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Publication:2046269
DOI10.1007/s10898-021-00993-5OpenAlexW3126936720MaRDI QIDQ2046269
Pin-Bo Chen, Gui-Hua Lin, Xi-De Zhu, Fu-Sheng Bai
Publication date: 17 August 2021
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-021-00993-5
quadratic convergencesmoothing Newton methodnetwork Nash-Cournot gamenonsmooth second-order cone complementarity problems
Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Approximation algorithms (68W25)
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