๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A one-step smoothing Newton method for second-order cone programming

โœ Scribed by Xiaoni Chi; Sanyang Liu

Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
500 KB
Volume
223
Category
Article
ISSN
0377-0427

No coin nor oath required. For personal study only.

โœฆ Synopsis

A new smoothing function for the second-order cone programming is given by smoothing the symmetric perturbed Fischer-Burmeister function. Based on this new function, a one-step smoothing Newton method is presented for solving the second-order cone programming. The proposed algorithm solves only one linear system of equations and performs only one line search at each iteration. This algorithm does not have restrictions regarding its starting point and is Q-quadratically convergent. Numerical results suggest the effectiveness of our algorithm.

๐Ÿ“œ SIMILAR VOLUMES

A new one-step smoothing newton method f
A new one-step smoothing newton method for the second-order cone complementarity problem
โœ Liang Fang; Congying Han ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 201 KB

## Communicated by J. Cash In this paper, we present a new one-step smoothing Newton method for solving the second-order cone complementarity problem (SOCCP). Based on a new smoothing function, the SOCCP is approximated by a family of parameterized smooth equations. At each iteration, the proposed

A smoothing method for second order cone
A smoothing method for second order cone complementarity problem
โœ Xiangsong Zhang; Sanyang Liu; Zhenhua Liu ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 532 KB

In this paper, the second order cone complementarity problem is studied. Based on a perturbed symmetrically smoothing function, which has coerciveness under proper conditions, we present a smoothing Newton method for this problem. The boundedness of the level set can be obtained from the coercivenes

A regularization smoothing method for se
A regularization smoothing method for second-order cone complementarity problem
โœ Xiangsong Zhang; Sanyang Liu; Zhenhua Liu ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 253 KB

In this paper, the second-order cone complementarity problem is studied. Based on the Fischer-Burmeister function with a perturbed parameter, which is also called smoothing parameter, a regularization smoothing Newton method is presented for solving the sequence of regularized problems of the second

The convergence of a one-step smoothing
The convergence of a one-step smoothing Newton method for -NCP based on a new smoothing NCP-function
โœ Changfeng Ma; Xiaohong Chen ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 180 KB

The nonlinear complementarity problem (denoted by NCP(F)) can be reformulated as the solution of a nonsmooth system of equations. By introducing a new smoothing NCP-function, the problem is approximated by a family of parameterized smooth equations. A one-step smoothing Newton method is proposed for