A smoothing Newton method for the second-order cone complementarity problem.

DOI10.1007/S10492-013-0011-9zbMATH Open1274.90268OpenAlexW2007939544MaRDI QIDQ351966FDOQ351966

Authors: Jingyong Tang, Li Dong, Liang Fang, Guoping He, Jinchuan Zhou 

Publication date: 10 July 2013

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/143164

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zbMATH Keywords

global convergencequadratic convergencesecond-order cone complementarity problemsmoothing functionsmoothing Newton method

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites Work

• A nonsmooth version of Newton's method
• Optimization and nonsmooth analysis
• Semismooth and Semiconvex Functions in Constrained Optimization
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• On the implementation and usage of SDPT3 -- a Matlab software package for semidefinite-quadratic-linear programming, version 4.0
• 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 new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
• An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
• Smoothing functions for second-order-cone complementarity problems
• A linearly convergent derivative-free descent method for the second-order cone complementarity problem
• A non-interior continuation method for second-order cone programming
• Improving the convergence of non-interior point algorithms for nonlinear complementarity problems
• A Global Linear and Local Quadratic Noninterior Continuation Method for Nonlinear Complementarity Problems Based on Chen--Mangasarian Smoothing Functions
• 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
• A new merit function and its related properties for the second-order cone complementarity problem
• A smoothing Newton method for second-order cone optimization based on a new smoothing function
• A new smoothing Newton-type method for second-order cone programming problems
• A damped Gauss-Newton method for the second-order cone complementarity problem
• A one-step smoothing Newton method for second-order cone programming
• Smoothing algorithms for complementarity problems over symmetric cones
• The convergence of a one-step smoothing Newton method for \(P_0\)-NCP based on a new smoothing NCP-function
• A new one-step smoothing Newton method for nonlinear complementarity problem with \(P_{0}\)-function
• Analysis of nonsmooth vector-valued functions associated with second-order cones.
• A variant smoothing Newton method for \(P_0\)-\(NCP\) based on a new smoothing function
• A global linear and local quadratic continuation smoothing method for variational inequalities with box constraints
• A non-interior predictor-corrector path following algorithm for the monotone linear complementarity problem
• Superlinear/quadratic one-step smoothing Newton method for \(P_0\)-NCP
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Global and Local Superlinear Continuation-Smoothing Method forP₀andR₀NCP or Monotone NCP
• Analysis of a non-interior continuation method for second-order cone programming

Cited In (20)

• A smoothing quasi-Newton method for solving general second-order cone complementarity problems
• A new non-interior continuation method for solving the second-order cone complementarity problem
• Image restoration by second-order total generalized variation and wavelet frame regularization
• A new smoothing method for solving nonlinear complementarity problems
• An inexact smoothing method for SOCCPs based on a one-parametric class of smoothing function
• A modified smoothing and regularized Newton method for monotone second-order cone complementarity problems
• Improved convergence results for an inexact smoothing method for the second-order cone complementarity problem
• Fast algorithms for sparse inverse covariance estimation
• The parameter-Newton iteration for the second-order cone linear complementarity problem
• Smoothing functions and algorithm for nonsymmetric circular cone complementarity problems.
• On Smoothingl₁Exact Penalty Function for Constrained Optimization Problems
• An accelerated monotonic convergent algorithm for a class of non-Lipschitzian NCP\((F)\) involving an \(M\)-matrix
• Jacobian consistency of a one-parametric class of smoothing Fischer-Burmeister functions for SOCCP
• A non-monotone regularization Newton method for the second-order cone complementarity problem
• A one-parametric class of smoothing functions for second-order cone programming
• Analysis of a smoothing Newton method for second-order cone complementarity problem
• A smoothing-type algorithm for the second-order cone complementarity problem with a new nonmonotone line search
• Solvability for boundary value problem of the general Schrödinger equation with general superlinear nonlinearity
• Tikhonov regularized variable projection algorithms for separable nonlinear least squares problems
• Image restoration by a mixed high-order total variation and \(l_1\) regularization model

Uses Software

• SDPT3

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