A non-interior continuation method for second-order cone programming

DOI10.1080/02331930701763421MaRDI QIDQ3648622zbMATH OpenOpenAlexFDO

Authors Xiaoni Chi, Sanyang Liu

Publication date 27 November 2009

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331930701763421

zbMATH Keywords

global convergencelocal superlinear convergencenon-interior continuation methodsecond-order cone programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30)

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Cites work

• 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 nonsmooth version of Newton's method
• Applications of second-order cone programming
• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Improving the convergence of non-interior point algorithms for nonlinear complementarity problems
• Interior point methods for second-order cone programming and OR applications
• Predictor-corrector smoothing Newton method, based on a new smoothing function, for solving the nonlinear complementarity problem with a \(P_0\) function
• 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
• Sub-quadratic convergence of a smoothing Newton algorithm for the P₀- and monotone LCP
• Superlinear/quadratic one-step smoothing Newton method for \(P_0\)-NCP without strict complementarity

Cited in

(25)

• A non-monotone regularization Newton method for the second-order cone complementarity problem
• Interior point methods for second-order cone programming and OR applications
• A globally and quadratically convergent smoothing Newton method for solving second-order cone optimization
• Quadratic convergence analysis of a nonmonotone Levenberg-Marquardt type method for the weighted nonlinear complementarity problem
• Smoothing functions and algorithm for nonsymmetric circular cone complementarity problems.
• A new noninterior continuation method for solving a system of equalities and inequalities
• Analysis of smoothing-type algorithms for the convex second-order cone programming
• An SQP-type algorithm for nonlinear second-order cone programs
• A new non-interior continuation method for solving the second-order cone complementarity problem
• A smoothing-type algorithm for the second-order cone complementarity problem with a new nonmonotone line search
• A one-parametric class of smoothing functions and an improved regularization Newton method for the NCP
• A non-interior-point continuous algorithm with superlinear convergence for second-order cone programming
• A smoothing Newton method for the second-order cone complementarity problem.
• A Class of Interior Proximal-Like Algorithms for Convex Second-Order Cone Programming
• scientific article; zbMATH DE number 6961226 (Why is no real title available?)
• 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.
• A new non-interior continuation method for second-order cone programming
• Improved convergence analysis of a smoothing Newton method for the circular cone programming
• Quadratic convergence to the optimal solution of second-order conic optimization without strict complementarity
• A feasible direction algorithm for nonlinear second-order cone programs
• A new non-interior continuation method for second-order cone programming
• A smoothing Newton method for second-order cone optimization based on a new smoothing function
• Analysis of a non-interior continuation method for second-order cone programming
• A globally convergent non-interior point algorithm with full Newton step for second-order cone programming

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Uses Software

• SDPT3

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