A new one-step smoothing Newton method for second-order cone programming.
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The paper deals with the second-order cone programming (SOCP) problem. The authors present a one-step smoothing Newton method for solving the SOCP problem based on a new smoothing function of the Fischer-Burmeister function. The algorithm solves only one system of linear equations and performs only one Armijo-type line-search per iteration. Global and local quadratic convergence under standard assumptions are proved. Numerical experiments demonstrate efficiency of the algorithm.
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Cites work
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Cited in
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- Solvability for boundary value problem of the general Schrödinger equation with general superlinear nonlinearity
- A logarithmic barrier interior-point method based on majorant functions for second-order cone programming
- Tikhonov regularized variable projection algorithms for separable nonlinear least squares problems
- A new smoothing method for solving nonlinear complementarity problems
- The models of bilevel programming with lower level second-order cone programs
- A primal-dual interior-point method based on various selections of displacement step for symmetric optimization
- A one-parametric class of smoothing functions for second-order cone programming
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- A two-parametric class of merit functions for the second-order cone complementarity problem
- On smoothing $l_1$ exact penalty function for constrained optimization problems
- Smoothing Newton algorithm for the second-order cone programming with a nonmonotone line search
- Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming.
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