An inexact smoothing algorithm for second-order cone programming is proposed. It is proved that the proposed algorithm has global convergence property. Numerical experiments demonstrate that the algorithm is effective for large-scale problems.
RUI Shaoping, ZHANG Jie.
A GLOBALLY CONVERGENT INEXACT SMOOTHING ALGORITHM FOR SECOND-ORDER CONE PROGRAMMING. Journal of Systems Science and Mathematical Sciences, 2012, 32(3): 257-264 https://doi.org/10.12341/jssms11845