基于光滑Fischer-Burmeister函数,本文给出一个新的求解二阶锥规划的非内部连续化算法.算法对初始点的选取没有任何限制,并且在每一步迭代只需求解一个线性方程组并进行一次线性搜索.在不需要满足严格互补条件下,证明了算法是全局收敛且是局部超线性收敛的.数值试验表明算法是有效的.
Based on the Fischer-Burmeister smoothing function,a new non-interior continuation method is presented for solving the second-order cone programming.The proposed algorithm does not have restrictions regarding its starting point,and solves only one linear system of equations and performs only one line search at each iteration.Without requiring strict complementarity assumption,the proposed algorithm is proved to be globally and locally superlinearly convergent under suitable assumptions.Numerical results indicate that our algorithm is efficient in practical computation.