A smoothing-type Newton method for second-order cone programming problems based on a new smooth function

被引：5

作者：

Fang L. ^{[1
]}

机构：

[1] College of Mathematics and Systems Science, Taishan University

来源：

Journal of Applied Mathematics and Computing | 2010年 / 34卷 / 1-2期

基金：

中国国家自然科学基金;

关键词：

Central path; Interior-point method; Q-quadratic convergence; Second-order cone programming; Smoothing method;

D O I：

10.1007/s12190-009-0313-y

中图分类号：

学科分类号：

摘要：

A new smoothing function similar with the well known Fischer-Burmeister function is given. Based on this new function, a smoothing-type Newton method is proposed for solving second-order cone programming. At each iteration, the proposed algorithm solves only one system of linear equations and performs only one line search. This algorithm can start from an arbitrary point and it is Q-quadratically convergent under a mild assumption. Preliminary numerical results demonstrate the effectiveness of the method. © 2009 Korean Society for Computational and Applied Mathematics.

引用

页码：147 / 161

页数：14

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