A new onestep smoothing Newton method for second

Authors: Jingyong Tang Guoping He Li Dong Liang Fang

Publish Date: 2012/10/18

Volume: 57, Issue: 4, Pages: 311-331

PDF Link

Abstract

In this paper we present a new onestep smoothing Newton method for solving the secondorder cone programming SOCP Based on a new smoothing function of the wellknown FischerBurmeister function the SOCP is approximated by a family of parameterized smooth equations Our algorithm solves only one system of linear equations and performs only one Armijotype line search at each iteration It can start from an arbitrary initial point and does not require the iterative points to be in the sets of strictly feasible solutions Without requiring strict complementarity at the SOCP solution the proposed algorithm is shown to be globally and locally quadratically convergent under suitable assumptions Numerical experiments demonstrate the feasibility and efficiency of our algorithmThis work was supported by National Natural Science Foundation of China 10971122 Natural Science Foundation of Shandong Province Y2008A01 Specialized Research Foundation for the Doctoral Program of Higher Education 20093718110005 and Project of Shandong Province Higher Educational Science and Technology Program J10LA51

Keywords: