吴佳

Professor   Supervisor of Doctorate Candidates   Supervisor of Master's Candidates

Gender:Female

Alma Mater:大连理工大学

Degree:Doctoral Degree

School/Department:数学科学学院

Discipline:Operation Research and Control Theory

Business Address:创新园大厦B1207

E-Mail:wujia@dlut.edu.cn


Paper Publications

A proximal point algorithm for the monotone second-order cone complementarity problem

Hits:

Indexed by:期刊论文

Date of Publication:2012-04-01

Journal:COMPUTATIONAL OPTIMIZATION AND APPLICATIONS

Included Journals:SCIE、EI

Volume:51

Issue:3

Page Number:1037-1063

ISSN No.:0926-6003

Key Words:Complementarity problem; Second-order cone; Proximal point algorithm; Approximation criterion

Abstract:This paper is devoted to the study of the proximal point algorithm for solving monotone second-order cone complementarity problems. The proximal point algorithm is to generate a sequence by solving subproblems that are regularizations of the original problem. After given an appropriate criterion for approximate solutions of subproblems by adopting a merit function, the proximal point algorithm is verified to have global and superlinear convergence properties. For the purpose of solving the subproblems efficiently, we introduce a generalized Newton method and show that only one Newton step is eventually needed to obtain a desired approximate solution that approximately satisfies the appropriate criterion under mild conditions. Numerical comparisons are also made with the derivative-free descent method used by Pan and Chen (Optimization 59:1173-1197, 2010), which confirm the theoretical results and the effectiveness of the algorithm.

Pre One:A continuation approach for solving binary quadratic program based on a class of NCP-functions

Next One:Convergence Properties of a Smoothing Approach for Mathematical Programs with Second-Order Cone Complementarity Constraints