Article ID Journal Published Year Pages File Type
4641695 Journal of Computational and Applied Mathematics 2009 10 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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