A new smoothing homotopy algorithm for second-order cone problems
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Cites work
- A Constructive Proof of the Brouwer Fixed-Point Theorem and Computational Results
- A convergent process of price adjustment and global Newton methods
- A Global and Local Superlinear Continuation-Smoothing Method forP0andR0NCP or Monotone NCP
- A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint
- A smoothing Newton method for the second-order cone complementarity problem.
- Condition for global convergence of a homotopy method for variational inequality problems on unbounded sets
- Finding Zeroes of Maps: Homotopy Methods That are Constructive With Probability One
- Global linear and quadratic one-step smoothing Newton method for vertical linear complementarity problems
- scientific article; zbMATH DE number 3682672 (Why is no real title available?)
- scientific article; zbMATH DE number 47206 (Why is no real title available?)
- Second-order cone programming
- Smoothing functions for second-order-cone complementarity problems
- Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
- The convex and monotone functions associated with second-order cone
- The monotone extended second-order cone and mixed complementarity problems
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