本文研究了非线性二阶锥规划问题.利用投影映射将非线性二阶锥规划问题的KKT最优性条件转化成非光滑方程组,获得了一个修正的中心路径非光滑牛顿法.在适当的条件下保证方程组的B-次微分在任意点都可逆,并且证明算法具有全局收敛性.
In this paper, the second order cone programming is studied. By using the project mapping, the corresponding optimal conditions are transformed into a nonsmoothing system. Then, based on the center path idea, a modified nonsmoothing Newton method is proposed. Under some suitable conditions, the B-subdifferential of the system is reversible at any point, and the algorithm is proved to be global convergent.