A homotopy method for nonlinear second-order cone programming

被引：4
|
作者：
Yang, Li [1 ]
Yu, Bo [2 ]
Li, YanXi [1 ]
机构：
[1] Dalian Univ Technol, Fac Econ & Management, Dalian 116024, Peoples R China
[2] Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China
来源：
NUMERICAL ALGORITHMS | 2015年 / 68卷 / 02期
基金：
中国国家自然科学基金;
关键词：
Homotopy method; Predictor-corrector procedure; Global convergence; Nonlinear second-order cone programming; AUGMENTED LAGRANGIAN METHOD; INTERIOR-POINT METHOD; OPTIMIZATION; CONVERGENCE;
D O I：
10.1007/s11075-014-9848-6
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper is concerned with a homotopy method for solving nonlinear second-order cone programming problems. The method extends to this setting a combined homotopy interior point method, recently introduced for solving nonlinear programming problems. Global convergence of a smooth curve determined by constructed homotopy is proven under mild conditions. Some numerical results are reported and show that the considered algorithm is applicable and efficient.
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页码：355 / 365
页数：11
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