On the Local Convergence of Semismooth Newton Methods for Linear and Nonlinear Second-Order Cone Programs Without Strict Complementarity
From MaRDI portal
Publication:5189561
DOI10.1137/060657662zbMath1190.90239OpenAlexW2163296482MaRDI QIDQ5189561
Christian Kanzow, Izabella Ferenczi, Masao Fukushima
Publication date: 17 March 2010
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/060657662
Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items
Monotonicity and circular cone monotonicity associated with circular cones, The rate of convergence of proximal method of multipliers for second-order cone optimization problems, Smoothing inexact Newton method based on a new derivative-free nonmonotone line search for the NCP over circular cones, A line search penalty-free method for nonlinear second-order cone programming, Clarke generalized Jacobian of the projection onto symmetric cones, On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming, The use of squared slack variables in nonlinear second-order cone programming, A regularized smoothing Newton method for solving SOCCPs based on a new smoothing C-function, An approximate lower order penalty approach for solving second-order cone linear complementarity problems, An alternating direction method for second-order conic programming, A semi-smooth Newton method for projection equations and linear complementarity problems with respect to the second order cone, Nonsingularity conditions for FB system of reformulating nonlinear second-order cone programming, A new neural network model for solving random interval linear programming problems, Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems, A semismooth Newton method for nonlinear symmetric cone programming, On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming, Optimality conditions for nonlinear second-order cone programming and symmetric cone programming, Neural networks for solving second-order cone constrained variational inequality problem, A proximal point algorithm for the monotone second-order cone complementarity problem, Differential properties of Euclidean projection onto power cone, Lagrange multiplier characterizations of robust best approximations under constraint data uncertainty, Model Order Reduction Techniques with a Posteriori Error Control for Nonlinear Robust Optimization Governed by Partial Differential Equations, A continuation approach for the capacitated multi-facility weber problem based on nonlinear SOCP reformulation, A projection neural network for circular cone programming, Generalized Newton's method based on graphical derivatives, S<i>l</i><sub>1</sub>QP Based Algorithm with Trust Region Technique for Solving Nonlinear Second-Order Cone Programming Problems, Generalized lower-order penalty algorithm for solving second-order cone mixed complementarity problems, On matrix characterizations for \(P\)-property of the linear transformation in second-order cone linear complementarity problems, A power penalty method for second-order cone nonlinear complementarity problems, On the generalized Fischer-Burmeister merit function for the second-order cone complementarity problem, Equivalent conditions for Jacobian nonsingularity in linear symmetric cone programming, A homotopy method for nonlinear second-order cone programming, The penalized Fischer-Burmeister SOC complementarity function, A merit function method for infinite-dimensional SOCCPs, Analysis of nonsmooth vector-valued functions associated with infinite-dimensional second-order cones, Two Classes of Merit Functions for Infinite-Dimensional Second Order Complimentary Problems, A semismooth Newton method for SOCCPs based on a one-parametric class of SOC complementarity functions, A \({\mathcal {VU}}\)-decomposition method for a second-order cone programming problem, Grasping force optimization for multi-fingered robotic hands using projection and contraction methods, A power penalty method for second-order cone linear complementarity problems, Interior proximal methods and central paths for convex second-order cone programming, Quadratic convergence to the optimal solution of second-order conic optimization without strict complementarity, A smoothed NR neural network for solving nonlinear convex programs with second-order cone constraints, Solution refinement at regular points of conic problems, A sensitivity result for quadratic second-order cone programming and its application., The second-order cone eigenvalue complementarity problem, Optimality Conditions for Problems over Symmetric Cones and a Simple Augmented Lagrangian Method, A new complementarity function and applications in stochastic second-order cone complementarity problems, A prediction-correction inexact alternating direction method for convex nonlinear second-order cone programming with linear constraints, A feasible direction algorithm for nonlinear second-order cone programs, An Active-Set Method for Second-Order Conic-Constrained Quadratic Programming, Unified convergence analysis of a second-order method of multipliers for nonlinear conic programming, A new method for solving second-order cone eigenvalue complementarity problems
Uses Software
