AAM  >> Vol. 4 No. 3 (August 2015)

    二阶锥规划的光滑非精确牛顿法
    Smoothing Inexact Newton Method for the Second Order Cone Programming

  • 全文下载: PDF(358KB) HTML   XML   PP.271-276   DOI: 10.12677/AAM.2015.43033  
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作者:  

董丽,杨金根:信阳师范学院数学与信息科学学院,河南 信阳 ;
徐思齐:信阳师范学院土木工程学院,河南 信阳

关键词:
二阶锥规划光滑非精确牛顿法收敛性Second-Order Cone Programming Smoothing Inexact Newton Method Convergence

摘要:

本文给出了一个新的求解二阶锥规划的光滑非精确牛顿法。在每次迭代时,新方法采用非精确牛顿法去求解一个方程组的解,降低了光滑牛顿法的计算量。在较弱条件下,证明了算法具有全局和局部二阶收敛性质。数值试验表明算法是有效的。

A new smoothing inexact Newton method is presented for solving the second-order cone pro-gramming. At each iteration, the method uses an inexact Newton method to solve the system of equations, which saves computation work of smoothing Newton methods. Under weak assumptions, our method is proved to have global and local quadratic convergence. Numerical experiments indicate that the proposed method is quite effective.

文章引用:
董丽, 徐思齐, 杨金根. 二阶锥规划的光滑非精确牛顿法[J]. 应用数学进展, 2015, 4(3): 271-276. http://dx.doi.org/10.12677/AAM.2015.43033

参考文献

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