摘要
本文主要研究求解二阶锥规划问题(socp)的模型和计算方法,二阶锥优化是一类非光滑非线性的凸优化问题,寻找一个向量同时满足一个方程组和一个定义在二阶锥笛卡尔积上的互补性条件。本文概述了二阶锥互补问题,包括理论、算法和二阶锥互补问题研究现状的基础知识,然后提出一种新型、高效的算法(同伦算法)来解决二阶锥互补问题。
Based on the CHKS smoothing function,we presented a new smoothing homotopy method for second-order cone complementarity problem,This problem is to find a vector satifying a system of equations and complementarity condition defined on the Cartesion product of second-order cones.In this paper,firstly the theory,algorithm,and recent research of the second-order cone complementary problem is summarized,then we posed a novel and efficent algorithm(homotopy algorithm)to solve the second-order cone complementarity problems.
出处
《科学技术创新》
2021年第21期17-19,共3页
Scientific and Technological Innovation
基金
校级青年基金。
关键词
二阶锥互补问题
socp
光滑函数
同伦方法
Second-order cone complentary problem
CHKS function
Smoothing function
Homotopy algorithm
