| 线性二阶锥互补问题的一种非精确光滑算法 |
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| 引用本文： | 张杰,徐成贤,芮绍平.线性二阶锥互补问题的一种非精确光滑算法[J].运筹学学报,2011,15(2):95-102. |
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| 作者姓名： | 张杰 徐成贤 芮绍平 |
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| 作者单位： | 1. 淮北师范大学数学科学学院,安徽淮北,235000
2. 西安交通大学理学院,陕西西安,710049 |
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| 摘 要： | 在光滑算法的框架下，就线性二阶锥互补问题，给出了一种非精确光滑算法. 在适当的条件下，证明了该算法具有全局收敛性. 数值试验表明该算法对高维线性二阶锥互补问题是有效的.
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| 关 键 词： | 线性二阶锥互补问题 非精确牛顿法 大规模问题 |
An Inexact Smoothing Algorithm for Linear Second-Order Cone Complementarity Problems |
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| ZHANG Jie,XU Chengxian,RUI Shaoping.An Inexact Smoothing Algorithm for Linear Second-Order Cone Complementarity Problems[J].OR Transactions,2011,15(2):95-102. |
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| Authors: | ZHANG Jie XU Chengxian RUI Shaoping |
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| Institution: | ZHANG Jie XU Chengxian RUI Shaoping School of Mathematical Science,Huaibei Normal University,Anhui Huaibei 235000,China Faculty of Science,Xi'an Jiaotong University,Xi'an 710049,China |
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| Abstract: | An inexact smoothing algorithm for second-order cone complementarity problems is proposed under the framework of smoothing methods.It is proved that the proposed algorithm has global convergence property.Numerical experiments demonstrate that the algorithm is effective for large-scale problems. |
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| Keywords: | second-order cone complementarity problems inexact Newton method large-scale problems |
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