| 二次锥规划的预估-校正光滑方法 |
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| 引用本文： | 迟晓妮,刘三阳.二次锥规划的预估-校正光滑方法[J].系统科学与数学,2009,29(4):547-554. |
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| 作者姓名： | 迟晓妮 刘三阳 |
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| 作者单位： | 1. 黄冈师范学院数学与信息科学学院,黄州,438000
2. 刘三阳,西安电子科技大学数学科学系,西安,710071 |
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| 基金项目： | 国家自然科学基金，湖北省教育厅优秀中青年人才科研计划项目，黄冈师范学院博士基金 |
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| 摘 要： | 基于光滑Fischer-Burmeister函数,给出一个求解二次锥规划的预估-校正光滑牛顿法.该算法构造一个等价于最优性条件的非线性方程组,再用牛顿法求解此方程组的扰动.在适当的假设下,证明算法是全局收敛且是局部二阶收敛的.数值试验表明算法的有效性.
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| 关 键 词： | 二次锥规划 光滑牛顿法 全局收敛 局部二阶收敛 |
| 收稿时间： | 2006-10-26 |
A Predictor-Corrector Smoothing Method for Second Order Cone Programming |
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| CHI Xiaoni,LIU Sanyang.A Predictor-Corrector Smoothing Method for Second Order Cone Programming[J].Journal of Systems Science and Mathematical Sciences,2009,29(4):547-554. |
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| Authors: | CHI Xiaoni LIU Sanyang |
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| Institution: | (1)College of Mathematics and Information Science, Huanggang Normal University, Huangzhou 438000; (2)Department of Mathematical Sciences, Xidian University, Xi'an 710071. |
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| Abstract: | Based on the Fischer-Burmeister smoothing function, a predictor-correctorsmoothing Newton method is presented for solving the second-order coneprogramming (SOCP). With this method, the SOCP is reconstructed as a nonlinear system of equations and then the Newton's method is used to the perturbation of this system of equations. It is shown that the method is globally and locally quadratically convergent under suitable assumptions. Numerical results show the effectiveness of the method. |
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| Keywords: | Second-order cone programming smoothing Newton method global convergence locally quadratic convergence |
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