Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming. (Q489252): Difference between revisions
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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 | |||
| Property / reviewed by: Nicolae Popovici / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| 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 | |||
| 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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Revision as of 22:19, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming. |
scientific article |
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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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