A globally convergent method based on Fischer-Burmeister operators for solving second-order cone constrained variational inequality problems

DOI10.1016/j.camwa.2009.07.084zbMath1189.49013OpenAlexW2021720399MaRDI QIDQ979810

Juhe Sun, Li-wei Zhang

Publication date: 28 June 2010

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2009.07.084

zbMATH Keywords

variational inequalitymodified Newton methodsecond-order coneFischer-Burmeister functionB-subdifferential

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Variational inequalities (49J40) Numerical methods for variational inequalities and related problems (65K15)

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Cites Work

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• Merit functions for semi-definite complementarity problems
• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• A semismooth Newton method for SOCCPs based on a one-parametric class of SOC complementarity functions
• A nonsmooth version of Newton's method
• Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
• Smoothing Functions for Second-Order-Cone Complementarity Problems
• Nonsmooth Equations: Motivation and Algorithms
• A special newton-type optimization method
• Finite-Dimensional Variational Inequalities and Complementarity Problems

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