Title :
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
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;
Conference_Titel :
Computational Sciences and Optimization, 2009. CSO 2009. International Joint Conference on
Conference_Location :
Sanya, Hainan
Print_ISBN :
978-0-7695-3605-7
DOI :
10.1109/CSO.2009.285
