A new one-step smoothing newton method for second-order cone programming
In this paper, we present a new one-step smoothing Newton method for solving the second-order cone programming (SOCP). Based on a new smoothing function of the well-known Fischer-Burmeister function, the SOCP is approximated by a family of parameterized smooth equations. Our algorithm solves only one system of linear equations and performs only one Armijo-type line search at each iteration. It can start from an arbitrary initial point and does not require the iterative points to be in the sets...