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

DOI10.1007/S10492-015-0084-8MaRDI QIDQ489252zbMATH OpenOpenAlexFDO

Authors Jingyong Tang, Li Dong, Li Sun, Liang Fang

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 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)

Recommendations

• Smoothing Newton algorithm for the second-order cone programming with a nonmonotone line search
• Analysis of smoothing-type algorithms for the convex second-order cone programming
• A smoothing-type algorithm for the second-order cone complementarity problem with a new nonmonotone line search
• Analysis of a non-interior continuation method for second-order cone programming
• scientific article; zbMATH DE number 6613528

Cites work

• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A Nonmonotone Line Search Technique for Newton’s Method
• A damped Gauss-Newton method for the second-order cone complementarity problem
• 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 smoothing Newton algorithm for solving nonlinear complementarity problems
• A one-step smoothing Newton method for second-order cone programming
• A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones
• 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
• Analysis of a smoothing method for symmetric conic linear programming
• Applications of second-order cone programming
• Convergence of a smoothing algorithm for symmetric cone complementarity problems with a 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
• Smoothing algorithms for complementarity problems over symmetric cones
• Smoothing functions for second-order-cone complementarity problems

Cited in

(5)

• scientific article; zbMATH DE number 6613528 (Why is no real title available?)
• Smoothing Newton algorithm for the second-order cone programming with a nonmonotone line search
• Analysis of smoothing-type algorithms for the convex second-order cone programming
• Analysis of nonsmooth vector-valued functions associated with second-order cones.
• A smoothing-type algorithm for the second-order cone complementarity problem with a new nonmonotone line search

Describes a project that uses

Uses Software

• Matlab

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