Jacobian Consistency of a Smoothing Function for the Weighted Second-Order Cone Complementarity Problem

Liu Wenli; Chi Xiaoni; Yang QiliCui Ranran

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Jacobian Consistency of a Smoothing Function for the Weighted Second-Order Cone Complementarity Problem

机译：Jacobian Consistency of a Smoothing Function for the Weighted Second-Order Cone Complementarity Problem

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In this paper, a weighted second-order cone (SOC) complementarity function and its smoothing function are presented. Then, we derive the computable formula for the Jacobian of the smoothing function and show its Jacobian consistency. Also, we estimate the distance between the subgradient of the weighted SOC complementarity function and the gradient of its smoothing function. These results will be critical to achieve the rapid convergence of smoothing methods for weighted SOC complementarity problems.

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《Mathematical Problems in Engineering: Theory, Methods and Applications》 |2021年第3期|6674520.1-6674520.11|共11页
作者
Liu Wenli; Chi Xiaoni; Yang QiliCui Ranran;
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Guilin Univ Elect Technol, Sch Math & Comp Sci, Guangxi Key Lab Cryptog & Informat Secur, Guilin 541004, Peoples R China;

Guilin Univ Elect Technol, Sch Math & Comp Sci, Guangxi Key Lab Automat Detecting Technol & Instr, Guilin 541004, Peoples R China;

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Jacobian Consistency of a Smoothing Function for the Weighted Second-Order Cone Complementarity Problem

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