Website of ReSNA (Regularized Smoothing Newton Algorithm)

“ReSNA” is a free matlab software for solving Mixed Nonlinear Second-Order Cone Complementarity Problems (MNSOCCP).

By using the attached plugins, you can apply ReSNA not only to SOCCP but also many kinds of problems such as Linear Program (LP), Quadratic Program (QP), Nonlinear Program (NLP), Linear/Nonlinear Second-Order Cone Program (LSOCP/NSOCP), (Mixed) Linear/Nonlinear Complementarity Problem (Mixed LCP/NCP), (Mixed) Linear/Nonlinear Second-Order Cone Complementarity Problem (Mixed LSOCCP/NSOCCP), and Nonlinear Equation (NEQ). (Now, we only have plugins for complementarity problems.) Since ReSNA is based on the regularized smoothing Newton method, we can expect not only the global convergence but also the quadratic convergence. (The convergence is guaranteed theoretically under the assumption that the included function is (Cartesian) P0.)

 Download all files   ReSNA.zip: zip file including all files (m-files, plugins, manuals, test problems) Important manuals   manual_plugin.pdf: first-step manual for ReSNA Plugin (Read this manual first, if you want to solve NCP, LCP, SOCP, or other problems simpler than Mixed Nonlinear SOCCP.) manual_ReSNA.pdf: main manual for ReSNA (Read this manual if you want to solve the mixed nonlinear SOCCP.) Other manuals   According to the problems you want to solve, choose the manuals for ReSNA Plugin. (manuals for NEQ, LCP, MLCP, NCP, MNCP, LSOCCP, MLSOCCP, NSOCCP   manual_nabla_checker.pdf: manual for Nabla Checker. (If you calculate the Jacobian in an algebraic manner, you can check the validity by Nabla Checker.)

References

[1] Shunsuke Hayashi, Nobuo Yamashita and Masao Fukushima, “A combined smoothing and regularization method for monotone second-order cone complementarity problems”, SIAM Journal on Optimization, 15 (2005), pp. 593-615. (DOI:10.1137/S1052623403421516)

[2] Shunsuke Hayashi, “Guidance to ReSNA (in Japanese)”, Special Issue: Ride on a wave of second-order cone programming, Communications of the Operations Research Society of Japan, Vol.59, No.12, (2014), pp. 716-724. (download from ORSJ)

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