A Novel Non-interior Continuation Method for Second-order Cone Programming

摘要：

Based on the Chen-Harker-Kanzow-Smale(CHKS)smoothing function,a novel non-interior continuation method is presented for solving the secondorder cone programming(SOCP).Our algorithm reformulates the SOCP as a nonlinear system of equations and then applies Newton”s method to the system of equations.Without strict complementarity,the algorithm is shown to possess global convergence and local quadratic convergence.

关键词： CHKS smoothing function Second-order cone programming Non-interior continuation method Global convergence local quadratic convergence

作者: Xiaoni Chi Wenlue Chen

作者单位: College of Mathematics and Information Science,Huanggang Normal University,Huangzhou 438000,Hubei,P.R.China

会议类型: 国内会议

会议名称: 第三届中国智能计算大会

会议地点: 济南

会议语种:英文

页码: 200-203

在线出版日期: 2009-05-15（万方平台首次上网日期，不代表论文的发表时间）