A New Non-interior Continuation Method for Second-Order Cone Programming

Author

Fang, Liang ; Wang, Yongli ; He, Guoping ; Han, Congying

Author_Institution

Coll. of Math. & Syst. Sci., Taishan Univ., Tai´´an, China

Volume

2

fYear

2009

fDate

24-26 April 2009

Firstpage

719

Lastpage

722

Abstract

A new smoothing function of the well known Fischer-Burmeister function is given. Based on this new function, a non-interior continuation algorithm is proposed for solving second-order cone programming. At each iteration, the proposed algorithm solves only one system of linear equations and performs only one line search. This algorithm can start from an arbitrary point and it is Q-quadratically convergent under a mild assumption.

Keywords

convergence of numerical methods; convex programming; iterative methods; search problems; smoothing methods; Fischer-Burmeister function; convergence; convex programming; iterative method; linear equation; noninterior continuation method; one line search; second-order cone programming; smoothing function; Convergence; Educational institutions; Equations; Functional programming; Helium; Linear programming; Mathematical programming; Mathematics; Optimization methods; Smoothing methods; Q-quadratically convergent; line search; non-interior continuation method; second-order cone programming;

fLanguage

English

Publisher

ieee

Conference_Titel

Computational Sciences and Optimization, 2009. CSO 2009. International Joint Conference on

Conference_Location

Sanya, Hainan

Print_ISBN

978-0-7695-3605-7

Type

conf

DOI

10.1109/CSO.2009.285

Filename

5194049