A SMOOTHING NEWTON METHOD FOR SECOND-ORDER CONE PROGRAMMING

摘要：

We propose a smoothing Newton method for solving the secondorder cone programming based on the Fischer-Burmeister smoothing function.Our smoothing method needs to solve only one linear system of equations and to perform only one line search at each iteration. Without strict complementarity,the proposed method is shown to be globally and locally sub-quadratically convergent.

关键词： Second-order cone programming Smoothing Newton method Global convergence Sub-quadratic convergence

作者: XIAONI CHI JIN PENG

作者单位: College of Mathematics and Information Science, Huanggang Normal University, No.146 Xingang Erlu, Huanggang Economic Development Zone, Huanggang 438000, Hubei, P.R.China

会议类型: 国际会议

会议名称: The Second International Conference on Information & Systems Sciences(ICISS2008)(第二届信息与系统科学国际会议)

会议地点: 大连

会议语种:英文

页码: 1037-1044

在线出版日期: 2008-12-18（万方平台首次上网日期，不代表论文的发表时间）