A smoothing Newton-type method for second-order cone programming problems based on a new smoothing Fischer-Burmeister function

DOI10.1590/S1807-03022011000300005MaRDI QIDQ428372zbMATHOpenAlexFDO

Authors Zengzhe Feng, Liang Fang

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

zbMATH Keywords

second-order cone programmingcentral pathsmoothing methodinterior-point methodstrong semismoothnessQ-quadratic convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Complexity and performance of numerical algorithms (65Y20) Nonlinear programming (90C30) Interior-point methods (90C51)

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Cited in

(11)

• Improved convergence analysis of a smoothing Newton method for the circular cone programming
• 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
• Smoothing Newton algorithm for the second-order cone programming with a nonmonotone line search
• A one-step smoothing Newton method for second-order cone programming
• A predictor-corrector smoothing method for second-order cone programming
• Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming.
• A smoothing-type Newton method for second-order cone programming problems based on a new smooth function
• Smoothing functions and algorithm for nonsymmetric circular cone complementarity problems.
• A smoothing Newton method for second-order cone optimization based on a new smoothing function

Describes a project that uses

Uses Software

• SDPT3

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