A smoothing Newton-type method for second-order cone programming problems based on a new smoothing Fischer-Burmeister function
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Publication:428372
DOI10.1590/S1807-03022011000300005zbMath1401.90152OpenAlexW2125200699MaRDI QIDQ428372
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
interior-point methodsmoothing methodcentral pathsecond-order cone programmingstrong semismoothnessQ-quadratic convergence
Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Interior-point methods (90C51) Complexity and performance of numerical algorithms (65Y20)
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Smoothing functions and algorithm for nonsymmetric circular cone complementarity problems. ⋮ Jacobian consistency of a one-parametric class of smoothing Fischer-Burmeister functions for SOCCP ⋮ Improved convergence analysis of a smoothing Newton method for the circular cone programming ⋮ 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 one-parametric class of smoothing functions for second-order cone programming ⋮ Analysis of smoothing-type algorithms for the convex second-order cone programming
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