Completely Smooth Lower-Order Penalty Approach for Solving Second-Order Cone Mixed Complementarity Problems
Year: 2025
Type: article
Abstract: In this paper, a completely smooth lower-order penalty method for solving a second-order cone mixed complementarity problem (SOCMCP) is studied. Four distinct types of smoothing functions are taken into account. According to this method, SOCMCP is approximated by asymptotically completely smooth lower-order penalty equations (CSLOPEs), which includes penalty and smoothing parameters. Under mild assumptions, the main results show that as the penalty parameter approaches positive infinity and the smooth parameter monotonically decreases to zero, the solution sequence of asymptotic CSLOPEs converges exponentially to the solution of SOCMCP. An algorithm based on this approach is developed, and numerical experiments demonstrate its feasibility. The performance profile of four specific smooth functions is given. The final results show that the numerical performance of CSLOPEs is better than that of a smooth-like lower-order penalty method.
Source: Mathematics
DOI: 10.3390/math13050690
Authors: Qiong Wu, Zijun Hao
Institution: North Minzu University
Language: English
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: gold
Estimated APC paid: $3,137
OpenAlex ID: W4407842908