A VU-decomposition method for a second-order cone programming problem

DOI10.1007/S10483-010-0214-6MaRDI QIDQ2269047zbMATH OpenOpenAlexFDO

Authors Yuan Lu, Li-Ping Pang, Zun-Quan Xia

Publication date 15 March 2010

Published in Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10483-010-0214-6

zbMATH Keywords

nonsmooth optimizationsecond-order cone programming\({\mathcal {VU}}\)-decomposition\({\mathcal U}\)-Lagrangian

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Nonsmooth analysis (49J52)

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Cites work

• scientific article; zbMATH DE number 1534294 (Why is no real title available?)
• scientific article; zbMATH DE number 1568991 (Why is no real title available?)
• A \(\mathcal{UV}\)-decomposed method for solving an MPEC problem
• A second-order bundle method to minimize the maximum eigenvalue function.
• Convergence of the augmented Lagrangian method for nonlinear optimization problems over second-order cones
• On \(\mathcal{VU}\)-theory for functions with primal-dual gradient structure
• On the local convergence of semismooth Newton methods for linear and nonlinear second-order cone programs without strict complementarity
• Primal-Dual Gradient Structured Functions: Second-Order Results; Links to Epi-Derivatives and Partly Smooth Functions
• Primal-dual interior-point algorithms for second-order cone optimization based on a new parametric kernel function
• Smoothing functions for second-order-cone complementarity problems
• Solving problems with semidefinite and related constraints using interior-point methods for nonlinear programming
• The 𝒰-Lagrangian of a convex function

Cited in

(3)

• scientific article; zbMATH DE number 7313894 (Why is no real title available?)
• The space decomposition theory for a class of eigenvalue optimizations
• The space decomposition theory for a class of semi-infinite maximum eigenvalue optimizations

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