Abstract

Based on a new smoothing function of the well-known nonsmooth FB (Fischer-Burmeis-ter) function, a smoothing Newton-type method for second-order cone programming problems is presented in this paper. The features of this method are following: firstly, the starting point can be chosen arbitrarily; secondly, at each iteration, only one system of linear equations and one line search are performed; finally, global, strong convergence and Q-quadratic convergent rate are obtained. The numerical results demonstrate the effectiveness of the algorithm.

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