A Unified Approach to Smoothing and Regularization for SOCCPs under Local Error Bound
摘要
This paper introduces a new function that builds upon a smoothed and symmetrized version of the Fischer-Burmeister function. Based on this proposed function, we present an approach for solving the second-order cone complementarity problems (denoted as SOCCPs) that combines smoothing and regularization techniques. To determine the step size, this proposed method adopts a new nonmonotone line search. We also show the global and local quadratic convergence of the method under suitable assumptions. In addition, for analysing its local quadratic convergence, we employ the local error bound condition - a weaker requirement than standard nonsingularity assumptions. Moreover, we consider