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

DOI10.1007/S10492-012-0019-6MaRDI QIDQ713481zbMATH OpenOpenAlexFDO

Authors Jingyong Tang, Li Dong, Liang Fang, Guoping 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 convergenceFischer-Burmeister functionEuclidean Jordan algebrasmoothing Newton methodlocal quadratic convergence

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1569003 (Why is no real title available?)
• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
• A Global Linear and Local Quadratic Noninterior Continuation Method for Nonlinear Complementarity Problems Based on Chen--Mangasarian Smoothing Functions
• A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
• A nonsmooth version of Newton's method
• An efficient support vector machine learning method with second-order cone programming for large-scale problems
• An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
• Applications of second-order cone programming
• Euclidean Jordan algebras and interior-point algorithms
• Improving the convergence of non-interior point algorithms for nonlinear complementarity problems
• Interior point methods for second-order cone programming and OR applications
• Optimal Magnetic Shield Design with Second-Order Cone Programming
• Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions
• Primal-Dual Interior-Point Methods for Second-Order Conic Optimization Based on Self-Regular Proximities
• Primal-Dual Interior-Point Methods for Self-Scaled Cones
• Primal-dual interior-point algorithms for second-order cone optimization based on kernel functions
• Second order cone programming approaches for handling missing and uncertain data
• Second-order cone programming
• Semismooth and Semiconvex Functions in Constrained Optimization
• Smoothing functions for second-order-cone complementarity problems
• Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
• The convergence of a one-step smoothing Newton method for \(P_0\)-NCP based on a new smoothing NCP-function

Cited in

(20)

• Improved convergence analysis of a smoothing Newton method for the circular cone programming
• A one-step smoothing Newton method for second-order cone programming
• On Smoothingl₁Exact Penalty Function for Constrained Optimization Problems
• Fast algorithms for sparse inverse covariance estimation
• A new one-step smoothing Newton method for the second-order cone complementarity problem
• A one-parametric class of smoothing functions for second-order cone programming
• Smoothing Newton algorithm for the second-order cone programming with a nonmonotone line search
• A one-step smoothing Newton method for second-order cone programming
• The models of bilevel programming with lower level second-order cone programs
• A two-parametric class of merit functions for the second-order cone complementarity problem
• A primal-dual interior-point method based on various selections of displacement step for symmetric optimization
• A new smoothing Newton-type method for second-order cone programming problems
• Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming.
• Solvability for boundary value problem of the general Schrödinger equation with general superlinear nonlinearity
• A new smoothing method for solving nonlinear complementarity problems
• A logarithmic barrier interior-point method based on majorant functions for second-order cone programming
• A smoothing Newton method for the second-order cone complementarity problem.
• Tikhonov regularized variable projection algorithms for separable nonlinear least squares problems
• scientific article; zbMATH DE number 6718896 (Why is no real title available?)
• Conservation laws of space-time fractional mZK equation for Rossby solitary waves with complete Coriolis force

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Uses Software

• SDPT3

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