Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
8904483 | Acta Mathematica Scientia | 2017 | 19 Pages |
Abstract
In this paper, we present a nonmonotone smoothing Newton algorithm for solving the circular cone programming (CCP) problem in which a linear function is minimized or maximized over the intersection of an affine space with the circular cone. Based on the relationship between the circular cone and the second-order cone (SOC), we reformulate the CCP problem as the second-order cone problem (SOCP). By extending the nonmonotone line search for unconstrained optimization to the CCP, a nonmonotone smoothing Newton method is proposed for solving the CCP. Under suitable assumptions, the proposed algorithm is shown to be globally and locally quadratically convergent. Some preliminary numerical results indicate the effectiveness of the proposed algorithm for solving the CCP.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Xiaoni CHI, Hongjin WEI, Zhongping WAN, Zhibin ZHU,