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A new smoothing Newton-type method for second-order cone programming problems
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DOI：10.1016/j.amc.2009.06.029.png)
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Abstract
En 中文
A new smoothing function of the well-known Fischer-Burmeister function is given. Based on this new function, a smoothing Newton-type 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. Numerical results demonstrate the effectiveness of the algorithm. (C) 2009 Elsevier Inc. All rights reserved.
Keywords:
Second-order cone programming
Smoothing method
Interior-point method
Q-quadratic convergence
Central path
Journal
IF:
3.4
Papers:
2.3W
Citations:
3.3W