Quadratic convergence of a smoothing Newton method for symmetric cone programming without strict complementarity
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Publication:1928546
DOI10.1007/s11117-011-0126-8zbMath1254.90167MaRDI QIDQ1928546
Publication date: 3 January 2013
Published in: Positivity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11117-011-0126-8
quadratic convergence; variational analysis; smoothing Newton method; symmetric cone programming; Chen-Mangasarian smoothing function
65K05: Numerical mathematical programming methods
90C25: Convex programming
65K10: Numerical optimization and variational techniques
90C31: Sensitivity, stability, parametric optimization
Related Items
Quadratic convergence to the optimal solution of second-order conic optimization without strict complementarity, Solvability based on E-property for the nonlinear symmetric cone complementarity problem, Smoothing inexact Newton method based on a new derivative-free nonmonotone line search for the NCP over circular cones, A generalized smoothing Newton method for the symmetric cone complementarity problem, A nonmonotone smoothing Newton algorithm for weighted complementarity problem, Some P-properties of the quadratic representations and automorphism invariance in Euclidean Jordan algebras
Uses Software
Cites Work
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