Research Article

A Smoothing Method with Appropriate Parameter Control Based on Fischer-Burmeister Function for Second-Order Cone Complementarity Problems

Table 1

Numerical comparison of our method with SDPT3.

Our method SDPT3
Iter CPU Iter CPU

20 5 8.99 0.063 8.84 0.070
50 10 8.28 0.058 9.82 0.078
400 100 7.02 1.521 10.19 0.291
1000 200 7.01 8.253 14.85 2.512