Authors: Xiaoni Chi Sanyang Liu
Publish Date: 2008/01/05
Volume: 26, Issue: 1-2, Pages: 489-502
Abstract
In this paper we present a smoothing Newton method for solving the secondorder cone programming SOCP based on the Chen–Harker–Kanzow–Smale CHKS smoothing function Our smoothing method reformulates SOCP as a nonlinear system of equations and then applies Newton’s method to the system The proposed method solves only one linear system of equations and performs only one line search at each iteration It is shown that the method is globally and locally subquadratically convergent under a nonsingularity assumption Numerical results suggest that the method is promising
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