Smoothing functions and algorithm for nonsymmetric circular cone complementarity problems
Jingyong Tang, Yuefen Chen (2022)
Applications of Mathematics
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There has been much interest in studying symmetric cone complementarity problems. In this paper, we study the circular cone complementarity problem (denoted by CCCP) which is a type of nonsymmetric cone complementarity problem. We first construct two smoothing functions for the CCCP and show that they are all coercive and strong semismooth. Then we propose a smoothing algorithm to solve the CCCP. The proposed algorithm generates an infinite sequence such that the value of the merit function...