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

Volume

3

fYear

2010

fDate

4-6 June 2010

Firstpage

9

Lastpage

12

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;

fLanguage

English

Publisher

ieee

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

Type

conf

DOI

10.1109/ICIC.2010.185

Filename

5513907