点击次数：

论文类型：期刊论文

发表时间：2015-02-01

发表刊物：NUMERICAL ALGORITHMS

收录刊物：SCIE、Scopus

卷号：68

期号：2

页面范围：355-365

ISSN号：1017-1398

关键字：Homotopy method; Predictor-corrector procedure; Global convergence; Nonlinear second-order cone programming

摘要：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.