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

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Property / author: Liang Fang / rank
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Property / author
 
Property / author: Liang Fang / rank
 
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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.
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. / rank
 
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Property / reviewed by: Nicolae Popovici / rank
 
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Property / Mathematics Subject Classification ID: 90C25 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 90C30 / rank
 
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Property / Mathematics Subject Classification ID: 65K05 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 17C50 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6391461 / rank
 
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Property / zbMATH Keywords
 
second-order cone programming
Property / zbMATH Keywords: second-order cone programming / rank
 
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Property / zbMATH Keywords
 
smoothing Newton algorithm
Property / zbMATH Keywords: smoothing Newton algorithm / rank
 
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Property / zbMATH Keywords
 
non-monotone line search
Property / zbMATH Keywords: non-monotone line search / rank
 
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Property / zbMATH Keywords
 
global convergence
Property / zbMATH Keywords: global convergence / rank
 
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Property / zbMATH Keywords
 
local quadratic convergence
Property / zbMATH Keywords: local quadratic convergence / rank
 
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Property / describes a project that uses: Matlab / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / OpenAlex ID: W2019039857 / rank
 
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Property / cites work
 
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Latest revision as of 13:56, 9 July 2024

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Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming.
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    Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming. (English)
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    27 January 2015
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    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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    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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