J4 ›› 2012, Vol. 50 ›› Issue (05): 881-886.

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Inexact Smoothing Algorithm for SolvingSecondOrder Cone Programming Problems

YU Taoyan, LIU Sanyang, CAI Xiaona, ZHANG Fei   

  1. School of Science, Xidian University, Xi’an 710071, China
  • Received:2011-12-24 Online:2012-09-26 Published:2012-09-29
  • Contact: LIU Sanyang E-mail:liusanyang@126.com

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

CLC Number: 

  • O29