Smoothing penalty approach for solving second-order cone complementarity problems

IF 16.4 1区 化学 Q1 CHEMISTRY, MULTIDISCIPLINARY Accounts of Chemical Research Pub Date : 2024-09-18 DOI:10.1007/s10898-024-01427-8
Chieu Thanh Nguyen, Jan Harold Alcantara, Zijun Hao, Jein-Shan Chen
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Abstract

In this paper, we propose a smoothing penalty approach for solving the second-order cone complementarity problem (SOCCP). The SOCCP is approximated by a smooth nonlinear equation with penalization parameter. We show that any solution sequence of the approximating equations converges to the solution of the SOCCP under the assumption that the associated function of the SOCCP satisfies a uniform Cartesian-type property. We present a corresponding algorithm for solving the SOCCP based on this smoothing penalty approach, and we demonstrate the efficiency of our method for solving linear, nonlinear and tensor complementarity problems in the second-order cone setting.

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解决二阶锥体互补问题的平滑惩罚法
本文提出了一种解决二阶锥体互补问题(SOCCP)的平滑惩罚方法。SOCCP 由一个带有惩罚参数的平滑非线性方程逼近。我们证明,在 SOCCP 的相关函数满足均匀笛卡尔类型属性的假设下,近似方程的任何解序列都会收敛到 SOCCP 的解。我们基于这种平滑惩罚方法提出了相应的 SOCCP 求解算法,并证明了我们的方法在二阶圆锥环境下求解线性、非线性和张量互补问题的效率。
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来源期刊
Accounts of Chemical Research
Accounts of Chemical Research 化学-化学综合
CiteScore
31.40
自引率
1.10%
发文量
312
审稿时长
2 months
期刊介绍: Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.
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