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

DOI10.1007/S12190-009-0313-YzbMath1200.90137OpenAlexW2124822259MaRDI QIDQ711514

Liang Fang

Publication date: 26 October 2010

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12190-009-0313-y

zbMATH Keywords

interior-point methodsmoothing methodcentral pathsecond-order cone programmingQ-quadratic convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Interior-point methods (90C51) Complexity and performance of numerical algorithms (65Y20)

Related Items (5)

The modulus-based matrix splitting iteration methods for second-order cone linear complementarity problems ⋮ The matrix splitting iteration method for nonlinear complementarity problems associated with second-order cone ⋮ A logarithmic barrier interior-point method based on majorant functions for second-order cone programming ⋮ The relaxation modulus-based matrix splitting iteration methods for circular cone nonlinear complementarity problems ⋮ A modified LM algorithm for tensor complementarity problems over the circular cone

Uses Software

• SeDuMi
• SDPT3

Cites Work

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