An inexact smoothing method for SOCCPs based on a one-parametric class of smoothing function

DOI10.1016/j.amc.2014.05.007zbMath1334.65115OpenAlexW2023147773MaRDI QIDQ279269

Cheng-Xian Xu, Shao-Ping Rui

Publication date: 27 April 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2014.05.007

zbMATH Keywords

inexact Newton methodsJordan algebrasecond-order cone complementarity problemslarge-scale problems

Mathematics Subject Classification ID

Semidefinite programming (90C22) Large-scale problems in mathematical programming (90C06) Numerical methods for variational inequalities and related problems (65K15)

Related Items

Improved convergence results for an inexact smoothing method for the second-order cone complementarity problem ⋮ A globally and quadratically convergent smoothing Newton method for solving second-order cone optimization

Uses Software

• Benchmarks for Optimization Software

Cites Work

• Unnamed Item
• A smoothing Newton method for the second-order cone complementarity problem.
• A proximal point algorithm for the monotone second-order cone complementarity problem
• A smoothing Newton method with Fischer-Burmeister function for second-order cone complementarity problems
• Some P-properties for linear transformations on Euclidean Jordan algebras
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• A one-step smoothing Newton method for second-order cone programming
• Smoothing algorithms for complementarity problems over symmetric cones
• A smoothing method for second order cone complementarity problem
• Applications of second-order cone programming
• Critical point theory and submanifold geometry
• A new class of semismooth Newton-type methods for nonlinear complementarity problems
• Solution of monotone complementarity problems with locally Lipschitzian functions
• Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs
• Extension of primal-dual interior point algorithms to symmetric cones
• On implementing a primal-dual interior-point method for conic quadratic optimization
• An independent benchmarking of SDP and SOCP solvers
• Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions
• The non-interior continuation methods for solving the \(P_0\) function nonlinear complementarity problem
• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• A modified augmented Lagrangian method for a class of monotone variational inequalities
• A second order cone complementarity approach for the numerical solution of elastoplasticity problems
• A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
• A nonsmooth version of Newton's method
• A two-stage prediction-correction method for solving monotone variational inequalities
• Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
• Smoothing Functions for Second-Order-Cone Complementarity Problems
• A new one-step smoothing newton method for the second-order cone complementarity problem
• Optimization and nonsmooth analysis
• Semismooth and Semiconvex Functions in Constrained Optimization
• Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
• A convergence analysis of the scaling-invariant primal-dual path-following algorithms for second-order cone programming
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
• Interior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones