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| 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. |
| 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 |
| DOI： |
| 分类号:O221.2 |
| 基金项目:国家自然科学基金(No.11361018);广西杰出青年基金(2012GXNSFFA060003). |
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| A NON-SMOOTHING NEWTON METHOD FOR NONLINEARSECOND-ORDER CONE PROGRAMMING |
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HU Chun-yana,GUI Zhu-qingb,ZHU Zhi-binb,ZHU Hua-lib
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| Abstract: |
| 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 modifled nonsmoothing Newton method is proposed. Under some suitable conditions, the B-subdifierential of the system is reversible at any point, and the algorithm is proved to be global convergent. |
| Key words: nonlinear second-order cone programming B-subdifierential non-smoothing Newton method global convergence |
