An Interior‐Point Trust‐Region Algorithm for General Symmetric Cone Programming

DOI10.1137/040611756zbMath1145.90079OpenAlexW2066134689MaRDI QIDQ5444281

Ye Lu, Ya-Xiang Yuan

Publication date: 25 February 2008

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/040611756

zbMATH Keywords

symmetric coneinterior-point algorithmtrust-region subproblem

Mathematics Subject Classification ID

Nonlinear programming (90C30) Interior-point methods (90C51)

Related Items (11)

Quadratic convergence of a smoothing Newton method for symmetric cone programming without strict complementarity ⋮ A semismooth Newton method for nonlinear symmetric cone programming ⋮ An interior-point trust-region polynomial algorithm for convex quadratic minimization subject to general convex constraints ⋮ Complementarity properties of the Lyapunov transformation over symmetric cones ⋮ An inexact modified Newton method for VISCC and application in grasping force ⋮ Interior proximal bundle algorithm with variable metric for nonsmooth convex symmetric cone programming ⋮ Unnamed Item ⋮ Convergence of a smoothing algorithm for symmetric cone complementarity problems with a nonmonotone line search ⋮ Path-following interior point algorithms for the Cartesian \(P_{*}(\kappa )\)-LCP over symmetric cones ⋮ An \(O(rL)\) infeasible interior-point algorithm for symmetric cone LCP via CHKS function ⋮ A smoothing Newton method for symmetric cone complementarity problem

Uses Software

• NewtonKKTqp

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