Analogous to the nonlinear complementarity problem and the semi-definite complementarity problem, a popular approach to solving the second-order cone complementarity problem (SOCCP) is to reformulate it as an unconstrained minimization of a certain merit function over R n. In this paper, we present a descent method for solving the unconstrained minimization reformulation of the SOCCP which is based on the FischerBurmeister merit function (FBMF) associated with second-order cone [J.-S. Chen, P. Tseng, An unconstrained smooth minimization reformulation of the second-order cone complementarity problem, Math. Programming 104 (2005) 293327], and prove its global convergence. Particularly, we compare the numerical performance of the method for the symmetric affine SOCCP generated randomly with the FBMF approach [J.-S. Chen, P. Tseng, An unconstrained smooth minimization reformulation

We show that the gradient mapping of the squared norm of FischerBurmeister function is globally Lipschitz continuous and semismooth, which provides a theoretical basis for solving nonlinear second-order cone complementarity problems via the conjugate gradient method and the semismooth Newtons method.

We investigate a one-parametric class of merit functions for the second-order cone complementarity problem (SOCCP) which is closely related to the popular FischerBurmeister (FB) merit function and natural residual merit function. In fact, it will reduce to the FB merit function if the involved parameter <i></i> equals 2, whereas as <i></i> tends to zero, its limit will become a multiple of the natural residual merit function. In this paper, we show that this class of merit functions enjoys several favorable properties as the FB merit function holds, for example, the smoothness. These properties play an important role in the reformulation method of an unconstrained minimization or a nonsmooth system of equations for the SOCCP. Numerical results are reported for some convex second-order cone programs (SOCPs) by solving the unconstrained minimization reformulation of the KKT optimality conditions, which indicate that the

The study of this paper consists of two aspects. One is characterizing the so-called circular cone convexity of f by exploiting the second-order differentiability of f L ; the other is introducing the concepts of determinant and trace associated with circular cone and establishing their basic inequalities. These results show the essential role played by the angle , which gives us a new insight when looking into properties about circular cone. MSC:26A27, 26B05, 26B35, 49J52, 90C33, 65K05.

We consider the Tikhonov regularization method for the second-order cone complementarity problem (SOCCP) with the Cartesian P 0-property. We show that many results of the regularization method for the P 0-nonlinear complementarity problem still hold for this important class of nonmonotone SOCCP. For example, under the more general setting, every regularized problem has the unique solution, and the solution trajectory generated is bounded if the original SOCCP has a nonempty and bounded solution set. We also propose an inexact regularization algorithm by solving the sequence of regularized problems approximately with the merit function approach based on FischerBurmeister merit function, and establish the convergence result of the algorithm. Preliminary numerical results are also reported, which verify the favorable theoretical properties of the proposed method.