[1]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].延边大学学报(自然科学版),2019,45(03):241-245.
　XUE Wenjuan.An inexact smoothing Newton algorithm forthe second-order cone complementary problems[J].Journal of Yanbian University,2019,45(03):241-245.
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求解二阶锥互补问题的一种非精确光滑化牛顿算法

《延边大学学报(自然科学版)》[ISSN:1004-4353/CN:22-1191/N] 卷: 第45卷 期数: 2019年03期 页码: 241-245 栏目: 应用科学研究 出版日期: 2019-11-20
Title:
An inexact smoothing Newton algorithm for the second-order cone complementary problems
文章编号:
1004-4353(2019)03-0241-05
作者:
薛文娟
( 福建农林大学 计算机与信息学院, 福建 福州 350002 )
Author(s):
XUE Wenjuan
( School of Computer and Information Science, Fujian Agriculture and Forestry University, Fuzhou 350002, China )
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
Keywords:
second-order cone complementary problem;  smoothing function;  inexact smoothing Newton method;  Jordan algebra
分类号:
O221
文献标志码:
A
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.
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.

参考文献/References:

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[9] 芮绍平,张杰.一种具有全局收敛性的求解二阶锥规划的非精确光滑算法[J].系统科学与数学,2012,32:257-264.

备注/Memo

收稿日期: 2019-03-28
基金项目: 福建省教育厅青年基金资助项目(JAT170183)
作者简介: 薛文娟(1981—),女,讲师,研究方向为运筹优化.

更新日期/Last Update: 2019-11-20