摘要
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.
出处
《数学杂志》
CSCD
北大核心
2014年第3期589-596,共8页
Journal of Mathematics
基金
国家自然科学基金(No.11361018)
广西杰出青年基金(2012GXNSFFA060003)
关键词
非线性二阶锥规划
B-次微分
非光滑牛顿法
全局收敛性
nonlinear second-order cone programming
B-subdifferential
non-smoothing Newton method
global convergence.
