A homotopy method for nonlinear second-order cone programming

被引：0
|
作者：
Li Yang
Bo Yu
YanXi Li
机构：
[1] Dalian University of Technology,Faculty of Management and Economics
[2] Dalian University of Technology,School of Mathematical Sciences
来源：
Numerical Algorithms | 2015年 / 68卷
关键词：
Homotopy method; Predictor-corrector procedure; Global convergence; Nonlinear second-order cone programming;
D O I：
暂无
中图分类号：
学科分类号：
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：10
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