摘要
首先讨论了用Chen-Harker-Kanzow-Smale光滑函数刻画线性二阶锥规划的中心路径条件;基于此,提出了求解线性二阶锥规划的一个光滑化算法,然后分析了该算法的全局及其局部二次收敛性质.
The paper characterizes the central path conditions for linear second-order cone programming with the help of Chen-Harker-Kanzow-Smale smoothing function. A smoothing algorithm is constructed based on this characterization and the global convergence and locally quadratic convergence for the proposed algorithm are demonstrated.
出处
《数学进展》
CSCD
北大核心
2007年第4期491-502,共12页
Advances in Mathematics（China）
基金
Supported by the NSFC(No.10471015)
the Funds of Ministry of Education of China for PhD Units(No.20020141013).
关键词
线性二阶锥规划
光滑化方法
牛顿方法
全局收敛
局部收敛
linear second-order cone programming
smoothing-type methods
Newton＇s method
global convergence
quadratic convergence
