Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming.

DOI10.1007/S10492-015-0084-8zbMATH Open1340.90187OpenAlexW2019039857MaRDI QIDQ489252FDOQ489252

Li Sun, Jingyong Tang, Liang Fang, Li Dong

Publication date: 27 January 2015

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/144093

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zbMATH Keywords

global convergencesecond-order cone programminglocal quadratic convergencesmoothing Newton algorithmnon-monotone line search

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Jordan structures associated with other structures (17C50)

Cites Work

• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• Optimization and nonsmooth analysis
• A Nonmonotone Line Search Technique for Newton’s Method
• Applications of second-order cone programming
• Second-order cone programming
• Smoothing functions for second-order-cone complementarity problems
• A non-interior continuation method for second-order cone programming
• A smoothing Newton method for second-order cone optimization based on a new smoothing function
• A new smoothing Newton-type method for second-order cone programming problems
• A damped Gauss-Newton method for the second-order cone complementarity problem
• A one-step smoothing Newton method for second-order cone programming
• Smoothing algorithms for complementarity problems over symmetric cones
• Predictor-corrector smoothing Newton method, based on a new smoothing function, for solving the nonlinear complementarity problem with a \(P_0\) function
• A nonmonotone smoothing Newton algorithm for solving nonlinear complementarity problems
• A smoothing-type algorithm for solving nonlinear complementarity problems with a non-monotone line search
• A new one-step smoothing Newton method for second-order cone programming.
• Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search
• A smoothing Newton-type method for second-order cone programming problems based on a new smoothing Fischer-Burmeister function
• A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones
• Analysis of a smoothing method for symmetric conic linear programming

Cited In (3)

• Title not available (Why is that?)
• Analysis of smoothing-type algorithms for the convex second-order cone programming
• Analysis of nonsmooth vector-valued functions associated with second-order cones.

Uses Software

• Matlab

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