A one-step smoothing Newton method for second-order cone programming

作者：Chi Xiaon^*; Liu Sanyang

来源：Journal of Computational and Applied Mathematics, 2009, 223(1): 114-123.

DOI：10.1016/j.cam.2007.12.023

• Second-order cone programming
• Smoothing Newton method
• Q-quadratic convergence

A new smoothing function for the second-order cone programming is given by smoothing the symmetric perturbed Fischer-Burmeister function. Based on this new function, a one-step smoothing Newton method is presented for solving the second-order colic programming. The proposed algorithm solves only one linear, system of equations and performs only one line search at each iteration. This algorithm does not have restrictions regarding its starting point and is Q-quadratically convergent. Numerical results suggest the effectiveness of our algorithm.

• 出版日期2009-1-1
• 单位黄冈师范学院; 西安电子科技大学