کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4641695 1341317 2009 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A one-step smoothing Newton method for second-order cone programming
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
A one-step smoothing Newton method for second-order cone programming
چکیده انگلیسی

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 cone 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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 223, Issue 1, 1 January 2009, Pages 114–123
نویسندگان
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