A globally convergent non-interior point algorithm with full Newton step for second-order cone programming
Liang Fang, Guoping He, Li Sun (2009)
Applications of Mathematics
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A non-interior point algorithm based on projection for second-order cone programming problems is proposed and analyzed. The main idea of the algorithm is that we cast the complementary equation in the primal-dual optimality conditions as a projection equation. By using this reformulation, we only need to solve a system of linear equations with the same coefficient matrix and compute two simple projections at each iteration, without performing any line search. This algorithm can start...