线性二阶锥规划的一个光滑化方法及其收敛性

摘要

The paper characterizes the central path conditions for linear second-order cone programming with the help of Chen-Harker-Kanzow-Smale smoothing function. A smoothing algorithm is constructed based on this characterization and the global convergence and locally quadratic convergence for the proposed algorithm are demonstrated.%首先讨论了用Chen-Harker-Kanzow-Smale光滑函数刻画线性二阶锥规划的中心路径条件;基于此,提出了求解线性二阶锥规划的一个光滑化算法,然后分析了该算法的全局及其局部二次收敛性质.