Paper Titles
A Frequency Estimation for TD-SCDMA UE
p.979
A Study on Localization of Acoustic Emission Source Based on Algebraic Neural Network
p.984
Nonlinear Analysis of EEG Using Fractal Dimension and Approximate Entropy
p.988
AJAX-RMI Serialization and Deserialization Model Based on JSON and IocContainer
p.993
A New Smoothing Method Based on Nonsmooth FB Function for Second-Order Cone Programming
p.1000
The Application of Distributed Multi-Sensor Information Fusion Technology in Underwater Vehicle
p.1006
A Bimaximum Entropy Method for Solving Nonlinear Constrained Continuous Minimax Problem
p.1011
Earthquake Prediction Research Based on the Mining in Time Series of Groundwater Temperature
p.1016
Wavelet Shrinkage Based Variational Image Decomposition Model
p.1021

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

Article Preview

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.

You might also be interested in these eBooks
Materials Science and Information Technology II View Preview

Info:

Periodical:

Advanced Materials Research (Volumes 532-533)

Pages:

1000-1005

DOI:

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

Citation:

Cite this paper

Online since:

June 2012

Authors:

You Fang Zeng, Jin Bao Jian, Chun Ming Tang

Keywords:

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

Export:

RIS, BibTeX

Price:

Permissions CCC:

Request Permissions

Permissions PLS:

Request Permissions

Сopyright:

© 2012 Trans Tech Publications Ltd. All Rights Reserved

Share:

Citation:

References

[1] F. Alizadeh and D. Goldfarb, Second-order cone programming, Mathematical Programming, Ser. B, Vol. 95(2003), pp.3-51.

DOI: 10.1007/s10107-002-0339-5

Google Scholar

[2] D. F. Sun and J. Sun, Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions, Mathematical Programming, Ser. A, Vol. 103(2005), pp.575-581.

DOI: 10.1007/s10107-005-0577-4

Google Scholar

[3] M. Fukushima, Z. Q. Luo and P. Tseng, Smoothing functions for second-order-cone complementarity problems, SIAM Journal on Optimization, Vol. 12(2) (2001), pp.436-460.

DOI: 10.1137/s1052623400380365

Google Scholar

[4] L. Qi, D. Sun and G. Zhou, A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities, Mathematical Programming, Ser. A, Vol. 87(2000), pp.1-35.

DOI: 10.1007/s101079900127

Google Scholar

[5] L. Fang, G. P. He and Y. H. Hu, A new smoothing Newton-type method for second-order cone programming problems, Applied Mathematics and Computation, Vol. 215(2009), pp.1020-1029.

DOI: 10.1016/j.amc.2009.06.029

Google Scholar

[6] L. Qi and J. Sun, A nonsmooth version of Newton's method, Mathematical Programming, Vol. 58(1993), pp.353-367.

DOI: 10.1007/bf01581275

Google Scholar

[7] G. Pataki and S. Schmieta, The DIMACS library of semidefinte-quadratic-linear programs, Technical report, Computational Optimization Research Center, Columbia University, 2002, Available at http: /dimacs. rutgers. edu/Challenges/Seventh/ Instances.

Google Scholar

[8] Sh. -H. Pan and J. -Sh. Chen, A semismooth Newton method for SOCCPs based on a one-parametric class of SOC complementarity functions, Computational Optimization and Applications, Vol. 45(2010), pp.59-88.

DOI: 10.1007/s10589-008-9166-9

Google Scholar