A smoothing Newton-type method for second-order cone programming problems based on a new smoothing Fischer-Burmeister function
DOI10.1590/S1807-03022011000300005zbMATH Open1401.90152OpenAlexW2125200699MaRDI QIDQ428372FDOQ428372
Publication date: 21 June 2012
Published in: Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022011000300005&lng=en&nrm=iso&tlng=en
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second-order cone programmingcentral pathsmoothing methodinterior-point methodstrong semismoothnessQ-quadratic convergence
Numerical mathematical programming methods (65K05) Convex programming (90C25) Complexity and performance of numerical algorithms (65Y20) Nonlinear programming (90C30) Interior-point methods (90C51)
Cited In (7)
- Smoothing functions and algorithm for nonsymmetric circular cone complementarity problems.
- Smoothing Newton algorithm for the second-order cone programming with a nonmonotone line search
- Jacobian consistency of a one-parametric class of smoothing Fischer-Burmeister functions for SOCCP
- Analysis of smoothing-type algorithms for the convex second-order cone programming
- A one-parametric class of smoothing functions for second-order cone programming
- Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming.
- Improved convergence analysis of a smoothing Newton method for the circular cone programming
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