A New Smoothing Method Based on Nonsmooth FB Function for Second-Order Cone Programming

You Fang Zeng; Jin Bao Jian; Chun Ming Tang

doi:10.4028/www.scientific.net/AMR.532-533.1000

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HomeAdvanced Materials ResearchAdvanced Materials Research Vols. 532-533A New Smoothing Method Based on Nonsmooth FB...

A New Smoothing Method Based on Nonsmooth FB Function for Second-Order Cone Programming

Abstract:

Based on a new smoothing function of the well-known nonsmooth FB (Fischer-Burmeis-ter) function, a smoothing Newton-type method for second-order cone programming problems is presented in this paper. The features of this method are following: firstly, the starting point can be chosen arbitrarily; secondly, at each iteration, only one system of linear equations and one line search are performed; finally, global, strong convergence and Q-quadratic convergent rate are obtained. The numerical results demonstrate the effectiveness of the algorithm.

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Periodical:

Advanced Materials Research (Volumes 532-533)

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1000-1005

DOI:

https://doi.org/10.4028/www.scientific.net/AMR.532-533.1000

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Online since:

June 2012

Authors:

You Fang Zeng, Jin Bao Jian, Chun Ming Tang

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Global Convergence, Nonsmooth FB Function, Second-Order Cone Programming, Smoothing Method

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