A homotopy method for nonlinear second-order cone programming

被引：4

作者：

Yang, Li ^{[1
]}

Yu, Bo ^{[2
]}

Li, YanXi ^{[1
]}

机构：

[1] Dalian Univ Technol, Fac Econ & Management, Dalian 116024, Peoples R China

[2] Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China

来源：

NUMERICAL ALGORITHMS | 2015年 / 68卷 / 02期

基金：

中国国家自然科学基金;

关键词：

Homotopy method; Predictor-corrector procedure; Global convergence; Nonlinear second-order cone programming; AUGMENTED LAGRANGIAN METHOD; INTERIOR-POINT METHOD; OPTIMIZATION; CONVERGENCE;

D O I：

10.1007/s11075-014-9848-6

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper is concerned with a homotopy method for solving nonlinear second-order cone programming problems. The method extends to this setting a combined homotopy interior point method, recently introduced for solving nonlinear programming problems. Global convergence of a smooth curve determined by constructed homotopy is proven under mild conditions. Some numerical results are reported and show that the considered algorithm is applicable and efficient.

引用

页码：355 / 365

页数：11

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