A non-interior continuation method for second-order cone programming
From MaRDI portal
Publication:3648622
DOI10.1080/02331930701763421zbMath1177.90318MaRDI QIDQ3648622
Publication date: 27 November 2009
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331930701763421
global convergence; second-order cone programming; non-interior continuation method; local superlinear convergence
65K05: Numerical mathematical programming methods
90C25: Convex programming
90C30: Nonlinear programming
Related Items
A new non-interior continuation method for solving the second-order cone complementarity problem, A smoothing Newton method for the second-order cone complementarity problem., Smoothing Newton algorithm for the second-order cone programming with a nonmonotone line search, Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming., A smoothing Newton method for second-order cone optimization based on a new smoothing function, Analysis of smoothing-type algorithms for the convex second-order cone programming, A smoothing-type algorithm for the second-order cone complementarity problem with a new nonmonotone line search, A one-parametric class of smoothing functions and an improved regularization Newton method for the NCP
Uses Software
Cites Work
- Applications of second-order cone programming
- Superlinear/quadratic one-step smoothing Newton method for \(P_0\)-NCP without strict complementarity
- Predictor-corrector smoothing Newton method, based on a new smoothing function, for solving the nonlinear complementarity problem with a \(P_0\) function
- Second-order cone programming
- Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
- Sub-quadratic convergence of a smoothing Newton algorithm for the \(P_0\)- and monotone LCP
- Interior point methods for second-order cone programming and OR applications
- A nonsmooth version of Newton's method
- Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
- Smoothing Functions for Second-Order-Cone Complementarity Problems
- Semismooth and Semiconvex Functions in Constrained Optimization
- Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
- 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