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

DOI10.1007/s10492-015-0084-8zbMath1340.90187MaRDI QIDQ489252

Jingyong Tang, Li Dong, Liang Fang, Li Sun

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

zbMATH Keywords

global convergence; local quadratic convergence; second-order cone programming; smoothing Newton algorithm; non-monotone line search

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C25: Convex programming

90C30: Nonlinear programming

17C50: Jordan structures associated with other structures

Uses Software

• Matlab

Cites Work

• Unnamed Item
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