Abstract
In this paper, the second order cone programming problem is studied. By introducing a parameter into the Fischer-Burmeister function, a predictor-corrector smoothing Newton method for solving the problem is presented. The proposed algorithm does neither have restrictions on its starting point nor need additional computation which keep the iteration sequence staying in the given neighborhood. Furthermore, the global and the local quadratic convergence of the algorithm are obtained, among others, the local quadratic convergence of the algorithm is established without strict complementarity. Preliminary numerical results indicate that the algorithm is effective.
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