A Smoothing Function Method for Second-Order Cone Programming

摘要：

A new smoothing function with a real parameter is given by CHKS function. Based on this new function, Newton method is presented for solving the secondorder cone programming and the related to properties of the new function have been proved. We verified the new smoothing function by computer and the numerical results indicated the improvement of the function could speed up the convergence rate of the interpoint method.

关键词： Second-order cone programming smoothing function method Jordan algebra

作者: Leifu Gao Lu Wang

作者单位: Institute of Mathematics and Applied Mathema Liaoning Technica University, fuxin 123000,P.R. China

会议类型: 国际会议

会议名称: The First World Congress on Global Optimization in Engineering & Science(第一届工程与科学全局优化国际会议 WCGO2009)

会议地点: 长沙

会议语种:英文

页码: 338-343

在线出版日期: 2009-06-01（万方平台首次上网日期，不代表论文的发表时间）