An infeasible-interior-point predictor-corrector algorithm for the second-order cone program
From MaRDI portal
Publication:1003972
DOI10.1016/S0252-9602(08)60058-2zbMath1174.90009OpenAlexW2042440488MaRDI QIDQ1003972
Publication date: 6 March 2009
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0252-9602(08)60058-2
global convergencepredictor-corrector algorithmsecond-order cone programminginfeasible-interior-point algorithm
Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30)
Related Items
Kernel-function-based primal-dual interior-point methods for convex quadratic optimization over symmetric cone, An infeasible interior-point algorithm for stochastic second-order cone optimization, Two new predictor-corrector algorithms for second-order cone programming, A large-update primal–dual interior-point algorithm for second-order cone optimization based on a new proximity function