Title :
A Squared Smoothing Newton Method for Second-Order Cone Programming
Author :
Chi, Xiaoni ; Liao, Xiaoyong
Author_Institution :
Coll. of Math. & Inf. Sci., Huanggang Normal Univ., Huanggang, China
Abstract :
Based on the Fischer-Burmeister smoothing function, a squared smoothing Newton method is presented for solving the second-order cone programming. The proposed algorithm does not have restrictions regarding its starting point and solves at most one linear system of equations at each iteration. Without uniform nonsingularity, our algorithm is shown to be globally and locally quadratically convergent.
Keywords :
Newton method; convex programming; minimisation; Fischer-Burmeister smoothing function; second-order cone programming; squared smoothing Newton method; Educational institutions; Functional programming; Information science; Linear systems; Mathematical programming; Mathematics; Newton method; Nonlinear equations; Quadratic programming; Smoothing methods; Fischer-Burmeister smoothing function; global convergence; local quadratic convergence; second-order cone programming; squared smoothing Newton method;
Conference_Titel :
Information and Computing (ICIC), 2010 Third International Conference on
Conference_Location :
Wuxi, Jiang Su
Print_ISBN :
978-1-4244-7081-5
Electronic_ISBN :
978-1-4244-7082-2
DOI :
10.1109/ICIC.2010.185
