Work

A new smoothing homotopy algorithm for second-order cone problems

Year: 2025

Type: article

Abstract: In this paper, we introduce a new class of CHKS smoothing functions and show that the new smoothing functions possess a system of desirable properties. Based on the new smoothing functions, we obtain a smoothing homotopy method for solving the second-order cone complementarity problem. Under appropriate assumptions, we prove that the proposed method determines a smoothing interior path from a given interior point to an interior point where the necessary conditions are satisfied. The numerical tracing of this path gives a globally convergent algorithm for the SOCCP. Finally, some numerical results are reported, showing that the considered algorithm is applicable and efficient.

Source: Journal of Inequalities and Applications

DOI: 10.1186/s13660-025-03339-x

Authors: Tingting Xu, Xiaona Fan, Zaiyong Feng

Institution: Nanjing University of Posts and Telecommunications

Language: English

Topic: Advanced Optimization Algorithms Research

Subfield: Numerical Analysis

Field: Mathematics

Domain: Physical Sciences

Open Access status: gold

Estimated APC paid: $2,190

Funder: National Natural Science Foundation of China