二阶锥规划基于新价值函数的新光滑牛顿算法
A New Smoothing Newton Algorithm Based on the New Valued Function for Se-cond-Order Cone Programming
摘要: 本文在Fischer-Burmeister (FB)函数的基础上，提出一种求解二阶锥规划(SOCP)问题的新光滑牛顿函数，并采用一种新的价值函数。同时用一个带扰动的牛顿方程组去获得搜索方向，在适当假设下，证明新算法具有全局收敛和局部二次收敛。
Abstract: Based on the Fischer-Burmeister function, a new Newton method is proposed for solving the Se-cond-order cone programming. This algorithm adapts a new smoothing value function and proposes a Newton equation with disturbance to gain the search direction. Under suitable assumptions, we prove that the proposed new method is globally and locally quadratically convergent.
文章引用：梁晓娟. 二阶锥规划基于新价值函数的新光滑牛顿算法[J]. 运筹与模糊学, 2019, 9(3): 215-221. https://doi.org/10.12677/ORF.2019.93024

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