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

DOI10.1007/s10492-012-0019-6zbMath1265.90229OpenAlexW2031624244MaRDI QIDQ713481

Liang Fang, Jingyong Tang, Li Dong, Guo-Ping He

Publication date: 29 October 2012

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/142901

zbMATH Keywords

global convergencelocal quadratic convergenceFischer-Burmeister functionEuclidean Jordan algebrasmoothing Newton method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Newton-type methods (49M15)

Related Items (13)

Fast algorithms for sparse inverse covariance estimation ⋮ A two-parametric class of merit functions for the second-order cone complementarity problem ⋮ The models of bilevel programming with lower level second-order cone programs ⋮ A logarithmic barrier interior-point method based on majorant functions for second-order cone programming ⋮ Improved convergence analysis of a smoothing Newton method for the circular cone programming ⋮ A primal-dual interior-point method based on various selections of displacement step for symmetric optimization ⋮ Conservation laws of space-time fractional mZK equation for Rossby solitary waves with complete Coriolis force ⋮ Smoothing Newton algorithm for the second-order cone programming with a nonmonotone line search ⋮ On Smoothingl₁Exact Penalty Function for Constrained Optimization Problems ⋮ Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming. ⋮ Tikhonov regularized variable projection algorithms for separable nonlinear least squares problems ⋮ A new smoothing method for solving nonlinear complementarity problems ⋮ Solvability for boundary value problem of the general Schrödinger equation with general superlinear nonlinearity

Uses Software

• SDPT3

Cites Work

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