A new non-interior continuation method for second-order cone programming

摘要：

A new smoothing function of the well known Fischer-Burmeister function is given. Based on this new function, a non-interior continuation algorithm 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.

作者: Liang Fang Yongli Wang Guoping He Congying Han

作者单位: College of Mathematics and System Science, Taishan University, 271021, Taian, China Department of M College of Science and Technology, Shandong University of Science and Technology, 266510, Qingdao, C College of Science and Technology, Shandong University of Science and Technology, 266510, Qingdao, C

会议类型: 国际会议

会议名称: The Second International Joint Conference on Computational Science and Optimization(CSO 2009)(2009 国际计算科学与优化会议)

会议地点: 三亚

会议语种:英文

页码: 1769-1772

在线出版日期: 2009-04-24（万方平台首次上网日期，不代表论文的发表时间）