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
Sub-quadratic convergence of a smoothing Newton method for second-order cone programming
โ Scribed by Xiaoni Chi; Sanyang Liu
- Publisher
- Springer-Verlag
- Year
- 2008
- Tongue
- English
- Weight
- 322 KB
- Volume
- 26
- Category
- Article
- ISSN
- 1598-5865
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## 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
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