Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming. (Q489252): Difference between revisions

The authors propose a non-monotone smoothing-type algorithm for solving second-order cone programs. This algorithm is based on a non-monotone line search technique, introduced by \textit{H. Zhang} and \textit{W. W. Hager} [SIAM J. Optim. 14, No. 4, 1043--1056 (2004; Zbl 1073.90024)]. Its convergence is proven by using the theory of Euclidean Jordan algebras. Numerical experiments are also provided.

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reviewed by

Nicolae Popovici

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Mathematics Subject Classification ID

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second-order cone programming

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smoothing Newton algorithm

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non-monotone line search

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global convergence

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local quadratic convergence

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describes a project that uses

Matlab

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MaRDI profile type

MaRDI publication profile

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OpenAlex ID

W2019039857

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cites work

Second-order cone programming

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A non-interior continuation method for second-order cone programming

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A one-step smoothing Newton method for second-order cone programming

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Q3704489

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A smoothing Newton-type method for second-order cone programming problems based on a new smoothing Fischer-Burmeister function

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A new smoothing Newton-type method for second-order cone programming problems

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Smoothing Functions for Second-Order-Cone Complementarity Problems

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A Nonmonotone Line Search Technique for Newton’s Method

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A nonmonotone smoothing Newton algorithm for solving nonlinear complementarity problems

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Predictor-corrector smoothing Newton method, based on a new smoothing function, for solving the nonlinear complementarity problem with a \(P_0\) function

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Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search

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Smoothing algorithms for complementarity problems over symmetric cones

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A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones

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Analysis of a smoothing method for symmetric conic linear programming

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Applications of second-order cone programming

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A smoothing-type algorithm for solving nonlinear complementarity problems with a non-monotone line search

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A damped Gauss-Newton method for the second-order cone complementarity problem

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A smoothing Newton method for second-order cone optimization based on a new smoothing function

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A new one-step smoothing Newton method for second-order cone programming.

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A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization

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Sitelinks

Mathematics(1 entry)

mardi Publication:489252

@@ Property / author @@
-Liang Fang
@@ Property / author: Liang Fang / rank @@
-Normal rank
@@ Property / author @@
+Liang Fang
@@ Property / author: Liang Fang / rank @@
+Normal rank
@@ Property / review text @@
+The authors propose a non-monotone smoothing-type algorithm for solving second-order cone programs. This algorithm is based on a non-monotone line search technique, introduced by \textit{H. Zhang} and \textit{W. W. Hager} [SIAM J. Optim. 14, No. 4, 1043--1056 (2004; Zbl 1073.90024)]. Its convergence is proven by using the theory of Euclidean Jordan algebras. Numerical experiments are also provided.
+Normal rank
@@ Property / reviewed by @@
+Nicolae Popovici
@@ Property / reviewed by: Nicolae Popovici / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C25
@@ Property / Mathematics Subject Classification ID: 90C25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C30
@@ Property / Mathematics Subject Classification ID: 90C30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K05
@@ Property / Mathematics Subject Classification ID: 65K05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C50
@@ Property / Mathematics Subject Classification ID: 17C50 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6391461
@@ Property / zbMATH DE Number: 6391461 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+second-order cone programming
@@ Property / zbMATH Keywords: second-order cone programming / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+smoothing Newton algorithm
@@ Property / zbMATH Keywords: smoothing Newton algorithm / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+non-monotone line search
@@ Property / zbMATH Keywords: non-monotone line search / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+global convergence
@@ Property / zbMATH Keywords: global convergence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+local quadratic convergence
@@ Property / zbMATH Keywords: local quadratic convergence / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Matlab
@@ Property / describes a project that uses: Matlab / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2019039857
@@ Property / OpenAlex ID: W2019039857 / rank @@
+Normal rank
@@ Property / cites work @@
+Second-order cone programming
@@ Property / cites work: Second-order cone programming / rank @@
+Normal rank
@@ Property / cites work @@
+A non-interior continuation method for second-order cone programming
+Normal rank
@@ Property / cites work @@
+A one-step smoothing Newton method for second-order cone programming
+Normal rank
@@ Property / cites work @@
+Q3704489
@@ Property / cites work: Q3704489 / rank @@
+Normal rank
@@ Property / cites work @@
+A smoothing Newton-type method for second-order cone programming problems based on a new smoothing Fischer-Burmeister function
+Normal rank
@@ Property / cites work @@
+A new smoothing Newton-type method for second-order cone programming problems
+Normal rank
@@ Property / cites work @@
+Smoothing Functions for Second-Order-Cone Complementarity Problems
+Normal rank
@@ Property / cites work @@
+A Nonmonotone Line Search Technique for Newton’s Method
+Normal rank
@@ Property / cites work @@
+A nonmonotone smoothing Newton algorithm for solving nonlinear complementarity problems
+Normal rank
@@ Property / cites work @@
+Predictor-corrector smoothing Newton method, based on a new smoothing function, for solving the nonlinear complementarity problem with a \(P_0\) function
+Normal rank
@@ Property / cites work @@
+Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search
+Normal rank
@@ Property / cites work @@
+Smoothing algorithms for complementarity problems over symmetric cones
+Normal rank
@@ Property / cites work @@
+A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones
+Normal rank
@@ Property / cites work @@
+Analysis of a smoothing method for symmetric conic linear programming
+Normal rank
@@ Property / cites work @@
+Applications of second-order cone programming
@@ Property / cites work: Applications of second-order cone programming / rank @@
+Normal rank
@@ Property / cites work @@
+A smoothing-type algorithm for solving nonlinear complementarity problems with a non-monotone line search
+Normal rank
@@ Property / cites work @@
+A damped Gauss-Newton method for the second-order cone complementarity problem
+Normal rank
@@ Property / cites work @@
+A smoothing Newton method for second-order cone optimization based on a new smoothing function
+Normal rank
@@ Property / cites work @@
+A new one-step smoothing Newton method for second-order cone programming.
+Normal rank
@@ Property / cites work @@
+A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:489252