对称锥权互补问题的正则化非单调非精确光滑牛顿法
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迟晓妮,曾荣,刘三阳,朱志斌
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A Regularized Nonmonotone Inexact Smoothing Newton Algorithm for Weighted Symmetric Cone Complementarity Problems
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Xiaoni Chi,Rong Zeng,Sanyang Liu,Zhibin Zhu
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表 3 求解具有多个二阶锥约束的二阶锥权互补问题的数值结果
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| SOCCP(w =0) | | wSOCCP(w = e) | | wSOCCP(w = (1, 1, 0, …, 0)T) | | n | ACPU | AIter | | ACPU | AIter | | ACPU | AIter | | 100 | 0.0180 | 6.24 | | 0.0145 | 5.02 | | 0.0179 | 6.00 | | 200 | 0.0617 | 7.08 | | 0.0512 | 6.00 | | 0.0621 | 7.00 | | 300 | 0.1395 | 7.76 | | 0.1145 | 6.54 | | 0.1294 | 7.28 | | 400 | 0.3378 | 8.22 | | 0.2916 | 7.00 | | 0.3434 | 8.00 | | 500 | 0.6096 | 8.92 | | 0.4744 | 7.00 | | 0.5601 | 8.02 | | 600 | 0.9576 | 9.28 | | 0.8505 | 7.24 | | 0.9394 | 8.96 | | 700 | 1.4090 | 9.50 | | 1.3711 | 8.00 | | 1.3584 | 9.00 | | 800 | 2.2010 | 9.76 | | 1.6803 | 8.00 | | 1.7638 | 9.00 |
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