| 求解二阶锥互补问题的一种非精确光滑化牛顿算法 |
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| 引用本文： | 薛文娟.求解二阶锥互补问题的一种非精确光滑化牛顿算法[J].延边大学理工学报,2019,0(3):241-245. |
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| 作者姓名： | 薛文娟 |
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| 作者单位： | ( 福建农林大学 计算机与信息学院, 福建 福州 350002 ) |
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| 摘 要： | 为解决二阶锥互补问题,构造了一种新的非精确光滑化牛顿算法.在适当的条件下,该算法具有全局收敛性,并且由该算法所得序列的任一聚点均是二阶锥规划问题的解.数值试验表明,该算法可有效求解较大规模的二阶锥互补问题.
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| 关 键 词： | 二阶锥互补问题 光滑化函数 非精确光滑化牛顿法 若当代数 |
An inexact smoothing Newton algorithm for the second-order cone complementary problems |
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| XUE Wenjuan.An inexact smoothing Newton algorithm for the second-order cone complementary problems[J].Journal of Yanbian University (Natural Science),2019,0(3):241-245. |
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| Authors: | XUE Wenjuan |
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| Affiliation: | ( School of Computer and Information Science, Fujian Agriculture and Forestry University, Fuzhou 350002, China ) |
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| Abstract: | To solve the second-order cone complementary programming problem, we construct an inexact smoothing Newton algorithm. Under some proper assumptions, it proves that the proposed algorithm is globally convergent and any accumulation point of the generated sequence is a solution to the second-order cone programming. The numerical experiment shows that the proposed algorithm is effective to solve the big second-order cone programming. |
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| Keywords: | second-order cone complementary problem smoothing function inexact smoothing Newton method Jordan algebra |
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