﻿ 二阶锥规划的光滑非精确牛顿法

# 二阶锥规划的光滑非精确牛顿法Smoothing Inexact Newton Method for the Second Order Cone Programming

Abstract: A new smoothing inexact Newton method is presented for solving the second-order cone pro-gramming. At each iteration, the method uses an inexact Newton method to solve the system of equations, which saves computation work of smoothing Newton methods. Under weak assumptions, our method is proved to have global and local quadratic convergence. Numerical experiments indicate that the proposed method is quite effective.

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