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;算法被证明是全局收敛和局部超线性收敛的。
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.