Indexed by:期刊论文

Date of Publication:2015-02-01

Journal:NUMERICAL ALGORITHMS

Included Journals:SCIE、Scopus

Volume:68

Issue:2

Page Number:355-365

ISSN No.:1017-1398

Key Words:Homotopy method; Predictor-corrector procedure; Global convergence; Nonlinear second-order cone programming

Abstract:This paper is concerned with a homotopy method for solving nonlinear second-order cone programming problems. The method extends to this setting a combined homotopy interior point method, recently introduced for solving nonlinear programming problems. Global convergence of a smooth curve determined by constructed homotopy is proven under mild conditions. Some numerical results are reported and show that the considered algorithm is applicable and efficient.