关键词: 二次锥规划问题； 非精确光滑算法； 局部二次收敛

Abstract:

A new inexact smoothing algorithm for solving largescale secondorder cone programming problems(SOCP) was proposed. This algorithm allows the search direction to have the certain error, and the nonmonotone linear strategy is used to select the step length. The algorithm can get its local quadratic convergence from any point.

Key words: secondorder cone programming problems； inexact smoothing algorithm； local quadratic convergence