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

DOI10.1137/040611756MaRDI QIDQ5444281zbMATH OpenOpenAlexFDO

Authors Ye Lu, Yaxiang 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

interior-point algorithmsymmetric conetrust-region subproblem

Mathematics Subject Classification ID

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

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Cited in

(15)

• 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
• Complementarity properties of the Lyapunov transformation over symmetric cones
• Quadratic convergence of a smoothing Newton method for symmetric cone programming without strict complementarity
• A semismooth Newton method for nonlinear symmetric cone programming
• An inexact modified Newton method for VISCC and application in grasping force
• A smoothing Newton method for symmetric cone complementarity problem
• Global convergence of an inexact interior-point method for convex quadratic symmetric cone programming
• Interior proximal bundle algorithm with variable metric for nonsmooth convex symmetric cone programming
• An interior-point trust-region polynomial algorithm for convex quadratic minimization subject to general convex constraints
• An interior-point trust-region algorithm for quadratic stochastic symmetric programming
• The trust region affine interior point algorithm for convex and nonconvex quadratic programming
• Hessian barrier algorithms for non-convex conic optimization
• Strong global convergence properties of algorithms for nonlinear symmetric cone programming

Describes a project that uses

Uses Software

• NewtonKKTqp

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