A new one-step smoothing Newton method for second-order cone programming. (Q713481): Difference between revisions

The paper deals with the second-order cone programming (SOCP) problem. The authors present a one-step smoothing Newton method for solving the SOCP problem based on a new smoothing function of the Fischer-Burmeister function. The algorithm solves only one system of linear equations and performs only one Armijo-type line-search per iteration. Global and local quadratic convergence under standard assumptions are proved. Numerical experiments demonstrate efficiency of the algorithm.

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reviewed by

Ctirad Matonoha

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zbMATH Keywords

Fischer-Burmeister function

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Euclidean Jordan algebra

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smoothing Newton method

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global convergence

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local quadratic convergence

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describes a project that uses

SDPT3

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MaRDI profile type

MaRDI publication profile

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cites work

Second-order cone programming

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Primal-dual interior-point algorithms for second-order cone optimization based on kernel functions

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A Global Linear and Local Quadratic Noninterior Continuation Method for Nonlinear Complementarity Problems Based on Chen--Mangasarian Smoothing Functions

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An unconstrained smooth minimization reformulation of the second-order cone complementarity problem

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An efficient support vector machine learning method with second-order cone programming for large-scale problems

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Euclidean Jordan algebras and interior-point algorithms

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Smoothing Functions for Second-Order-Cone Complementarity Problems

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A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems

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Interior point methods for second-order cone programming and OR applications

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Applications of second-order cone programming

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Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions

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The convergence of a one-step smoothing Newton method for \(P_0\)-NCP based on a new smoothing NCP-function

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Semismooth and Semiconvex Functions in Constrained Optimization

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Primal-Dual Interior-Point Methods for Self-Scaled Cones

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Primal-Dual Interior-Point Methods for Second-Order Conic Optimization Based on Self-Regular Proximities

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Improving the convergence of non-interior point algorithms for nonlinear complementarity problems

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A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities

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A nonsmooth version of Newton's method

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Q3093392

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Optimal Magnetic Shield Design with Second-Order Cone Programming

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Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions

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Q4762533

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Identifiers

zbMATH Open document ID

1265.90229

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DOI

10.1007/s10492-012-0019-6

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:713481

@@ Property / describes a project that uses @@
+SDPT3
@@ Property / describes a project that uses: SDPT3 / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2031624244
@@ Property / OpenAlex ID: W2031624244 / rank @@
+Normal rank
@@ Property / cites work @@
+Second-order cone programming
@@ Property / cites work: Second-order cone programming / rank @@
+Normal rank
@@ Property / cites work @@
+Primal-dual interior-point algorithms for second-order cone optimization based on kernel functions
+Normal rank
@@ Property / cites work @@
+A Global Linear and Local Quadratic Noninterior Continuation Method for Nonlinear Complementarity Problems Based on Chen--Mangasarian Smoothing Functions
+Normal rank
@@ Property / cites work @@
+An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
+Normal rank
@@ Property / cites work @@
+An efficient support vector machine learning method with second-order cone programming for large-scale problems
+Normal rank
@@ Property / cites work @@
+Euclidean Jordan algebras and interior-point algorithms
+Normal rank
@@ Property / cites work @@
+Smoothing Functions for Second-Order-Cone Complementarity Problems
+Normal rank
@@ Property / cites work @@
+A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
+Normal rank
@@ Property / cites work @@
+Interior point methods for second-order cone programming and OR applications
+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 @@
+Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions
+Normal rank
@@ Property / cites work @@
+The convergence of a one-step smoothing Newton method for \(P_0\)-NCP based on a new smoothing NCP-function
+Normal rank
@@ Property / cites work @@
+Semismooth and Semiconvex Functions in Constrained Optimization
+Normal rank
@@ Property / cites work @@
+Primal-Dual Interior-Point Methods for Self-Scaled Cones
+Normal rank
@@ Property / cites work @@
+Primal-Dual Interior-Point Methods for Second-Order Conic Optimization Based on Self-Regular Proximities
+Normal rank
@@ Property / cites work @@
+Improving  the convergence  of non-interior point algorithms  for nonlinear complementarity problems
+Normal rank
@@ Property / cites work @@
+A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
+Normal rank
@@ Property / cites work @@
+A nonsmooth version of Newton's method
@@ Property / cites work: A nonsmooth version of Newton's method / rank @@
+Normal rank
@@ Property / cites work @@
+Q3093392
@@ Property / cites work: Q3093392 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Magnetic Shield Design with Second-Order Cone Programming
+Normal rank
@@ Property / cites work @@
+Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
+Normal rank
@@ Property / cites work @@
+Q4762533
@@ Property / cites work: Q4762533 / rank @@
+Normal rank