Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4641695 | Journal of Computational and Applied Mathematics | 2009 | 10 Pages |
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
Authors
Xiaoni Chi, Sanyang Liu,