Smoothing Newton algorithm for the second-order cone programming with a nonmonotone line search

DOI10.1007/S11590-013-0699-1MaRDI QIDQ479230zbMATH OpenOpenAlexFDO

Authors Jingyong Tang, Li Dong, Liang Fang, Jinchuan Zhou

Publication date 5 December 2014

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-013-0699-1

zbMATH Keywords

convergencesecond-order cone programmingnonmonotone line searchsmoothing Newton algorithm

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

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Cites work

• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A Nonmonotone Line Search Technique for Newton’s Method
• A class on nonmonotone stabilization methods in unconstrained optimization
• A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
• A new one-step smoothing Newton method for second-order cone programming.
• A new smoothing Newton-type method for second-order cone programming problems
• A non-interior continuation method for second-order cone programming
• A nonmonotone conjugate gradient algorithm for unconstrained optimization
• A nonmonotone smoothing Newton algorithm for solving nonlinear complementarity problems
• A nonsmooth version of Newton's method
• A one-step smoothing Newton method for second-order cone programming
• A regularization Newton method for solving nonlinear complementarity problems
• A smoothing Newton method for second-order cone optimization based on a new smoothing function
• A smoothing Newton-type method for second-order cone programming problems based on a new smoothing Fischer-Burmeister function
• A smoothing-type algorithm for solving nonlinear complementarity problems with a non-monotone line search
• A survey on SOC complementarity functions and solution methods for SOCPs and SOCCPs
• A truncated Newton method with non-monotone line search for unconstrained optimization
• Applications of second-order cone programming
• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• Equivalent conditions for Jacobian nonsingularity in linear symmetric cone programming
• Extension of smoothing Newton algorithms to solve linear programming over symmetric cones
• Interior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones
• Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs
• Local structure of feasible sets in nonlinear programming, Part III: Stability and sensitivity
• Non-interior continuation method for solving the monotone semidefinite complementarity problem
• Non-interior continuation methods for solving semidefinite complementarity problems
• Nonsingularity conditions for FB system of reformulating nonlinear second-order cone programming
• Nonsingularity in second-order cone programming via the smoothing metric projector
• On the nonmonotone line search
• Optimization and nonsmooth analysis
• 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
• Semismooth and Semiconvex Functions in Constrained Optimization
• Smoothing functions for second-order-cone complementarity problems
• Strongly Regular Generalized Equations

Cited in

(14)

• Strong convergence properties of a modified nonmonotone smoothing algorithm for the SCCP
• Improved convergence analysis of a smoothing Newton method for the circular cone programming
• A one-step smoothing Newton method for second-order cone programming
• Smoothing Newton algorithm for the circular cone programming with a nonmonotone line search
• A modified smoothing and regularized Newton method for monotone second-order cone complementarity problems
• Sub-quadratic convergence of a smoothing Newton method for second-order cone programming
• A variant nonmonotone smoothing algorithm with improved numerical results for large-scale LWCPS
• A smoothing-type algorithm for the second-order cone complementarity problem with a new nonmonotone line search
• Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming.
• A non-monotone regularization Newton method for the second-order cone complementarity problem
• Numerical study of a smoothing algorithm for the complementarity system over the second-order cone
• Nonmonotone smoothing inexact Newton method for the nonlinear complementarity problem
• scientific article; zbMATH DE number 6718896 (Why is no real title available?)
• A one-parametric class of smoothing functions and an improved regularization Newton method for the NCP

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Uses Software

• SDPT3

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