Solvability of Newton equations in smoothing-type algorithms for the SOCCP (Q629483)
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English | Solvability of Newton equations in smoothing-type algorithms for the SOCCP |
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Solvability of Newton equations in smoothing-type algorithms for the SOCCP (English)
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9 March 2011
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The authors study the invertibility of the matrix that determines the solvability of the Newton equations in smoothing-type algorithms used in optimization problems. They begin with an introduction to this problem and the necessary definitions, which is followed by a section presenting the necessary and sufficient conditions for this matrix to be invertible. In the third section these results are interpreted to the to solvability of the original Newton equations which are used to parameterize the optimization problem.
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solvability of Newton equations
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smoothing-type algorithm
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second-order cone complementarity problem (SOCCP)
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