A homotopy method for nonlinear second-order cone programming

作者：Yang, Li^*; Yu, Bo; Li, YanXi

来源：Numerical Algorithms, 2015, 68(2): 355-365.

DOI：10.1007/s11075-014-9848-6

• Homotopy method
• Predictor-corrector procedure
• Global convergence
• Nonlinear second-order cone programming

This paper is concerned with a homotopy method for solving nonlinear second-order cone programming problems. The method extends to this setting a combined homotopy interior point method, recently introduced for solving nonlinear programming problems. Global convergence of a smooth curve determined by constructed homotopy is proven under mild conditions. Some numerical results are reported and show that the considered algorithm is applicable and efficient.

• 出版日期2015-2
• 单位大连理工大学