Smoothing Homotopy Method for Solving Second-Order Cone Complementarity Problem

摘要

In this paper, based on Chen-Harker-Kanzow-Smale smooth function, we obtain a smoothing homotopy method to solve the second-order cone complementarity problem. The global convergence is ensured under certain non-monotonicity condition for the defined mapping F. The numerical results illustrate that this method is feasible.