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

DOI10.1007/S10483-010-0214-6zbMATH Open1186.49013OpenAlexW2054824295MaRDI QIDQ2269047FDOQ2269047

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

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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)

Cites Work

• Smoothing functions for second-order-cone complementarity problems
• Convergence of the augmented Lagrangian method for nonlinear optimization problems over second-order cones
• The 𝒰-Lagrangian of a convex function
• On the local convergence of semismooth Newton methods for linear and nonlinear second-order cone programs without strict complementarity
• Solving problems with semidefinite and related constraints using interior-point methods for nonlinear programming
• Primal-dual interior-point algorithms for second-order cone optimization based on a new parametric kernel function
• On \(\mathcal{VU}\)-theory for functions with primal-dual gradient structure
• Primal-Dual Gradient Structured Functions: Second-Order Results; Links to Epi-Derivatives and Partly Smooth Functions
• A second-order bundle method to minimize the maximum eigenvalue function.
• Title not available (Why is that?)
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• A \(\mathcal{UV}\)-decomposed method for solving an MPEC problem

Cited In (3)

• Title not available (Why is that?)
• 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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