摘要
给出了求解二阶锥规划问题的半光滑非精确牛顿方法并对其收敛性进行了分析算法在每次迭代时,通过近似求解牛顿方程,以减少算法迭代成本;
In this paper,we propose a semismooth inexact method is proposed for solving the second-order cone programming,and analyzed its convergence.It solves the problem only approximately in each iteration,and also reduces significantly the oversolving problem of the Newton-type method.Furthermore,the algorithm is proved to be globally and superlinearly convergent.
出处
《河南师范大学学报（自然科学版）》
CAS
北大核心
2014年第6期8-11,共4页
Journal of Henan Normal University(Natural Science Edition)
基金
国家自然科学基金(11101321
61472470
61100229)
陕西省自然科学基金(2013JM1007)
陕西省教育厅专项资助项目(12JK0852)
关键词
二阶锥规划
半光滑非精确算法
全局收敛
second-order cone programming
semi-smooth systems
inexact Newton methode
