A globally convergent non-interior point algorithm with full Newton step for second-order cone programming

DOI10.1007/s10492-009-0029-1zbMath1212.90299MaRDI QIDQ993313

Li Sun, Liang Fang, Guo-Ping He

Publication date: 10 September 2010

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

Full work available at URL: https://eudml.org/doc/37832

zbMATH Keywords

optimality condition; central path; second-order cone programming; Jordan product; non-interior point algorithm

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C25: Convex programming

90C30: Nonlinear programming

90C51: Interior-point methods

65Y20: Complexity and performance of numerical algorithms

Related Items

A full-step interior-point algorithm for second-order cone optimization based on a simple locally kernel function

Uses Software

• SDPT3

Cites Work

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