A new smoothing method based on nonsmooth FB function for second-order cone programming

摘要：

　　Based on a new smoothing function of the well-known nonsmooth FB (Fischer-Burmeister) function,a smoothing Newton-type method for second-order cone programming problems is presented in this paper.The features of this method are following:firstly,the starting point can be chosen arbitrarily; secondly,at each iteration,only one system of linear equations and one line search are performed; finally,global,strong convergence and Q-quadratic convergent rate are obtained.The numerical results demonstrate the effectiveness of the algorithm.

关键词： second-order cone programming smoothing method nonsmooth FB function global convergence

作者: Youfang Zeng Jinbao Jian Chunming Tang

作者单位: Department of Mathematics, Shanghai University, Shanghai, P.R.China;2College of Mathematics and Info College of Mathematics and Information Science, Guangxi University, Nanning, P.R.China

会议类型: 国际会议

会议名称: 2012 2nd international Conference on Materials Science and Information Technology(2012第二届材料科学与信息技术国际会议)(MSIT2012)

会议地点: 西安

会议语种:英文

页码: 1000-1005

在线出版日期: 2012-08-24（万方平台首次上网日期，不代表论文的发表时间）