A new non-interior continuation method for second-order cone programming

DOI10.1515/JNUM-2013-0012MaRDI QIDQ5747004zbMATH OpenOpenAlexFDO

Authors

Publication date 11 February 2014

Published in Journal of Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/jnum-2013-0012

zbMATH Keywords

algorithmFischer-Burmeister functionglobal convergencenon-interior continuation methodnumerical resultquadratic convergencesecond-order cone programmingsmoothing function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Recommendations

• A new non-interior continuation method for second-order cone programming
• A non-interior continuation method for second-order cone programming
• Analysis of a non-interior continuation method for second-order cone programming
• A new non-interior continuation method for solving the second-order cone complementarity problem
• A non-interior-point continuous algorithm with superlinear convergence for second-order cone programming

Cited in

(19)

• Tikhonov regularized variable projection algorithms for separable nonlinear least squares problems
• Sequential quadratic programming method for nonlinear least squares estimation and its application
• A new smoothing method for solving nonlinear complementarity problems
• Analysis of smoothing-type algorithms for the convex second-order cone programming
• A Newton's method for perturbed second-order cone programs
• A new non-interior continuation method for solving the second-order cone complementarity problem
• A non-smoothing Newton method for nonlinear second-order cone programming
• A non-interior-point continuous algorithm with superlinear convergence for second-order cone programming
• A non-interior continuation method for second-order cone programming
• A smoothing Newton-type method for second-order cone programming problems based on a new smoothing Fischer-Burmeister function
• On smoothing $l_1$ exact penalty function for constrained optimization problems
• scientific article; zbMATH DE number 6961226 (Why is no real title available?)
• A new non-interior continuation method for second-order cone programming
• A continuation method for solving convex programming problemsviafischer reformulation
• Fast algorithms for sparse inverse covariance estimation
• The finite volume WENO with Lax-Wendroff scheme for nonlinear system of Euler equations
• A smoothing-type Newton method for second-order cone programming problems based on a new smooth function
• Analysis of a non-interior continuation method for second-order cone programming
• A globally convergent non-interior point algorithm with full Newton step for second-order cone programming

This page was built for publication: A new non-interior continuation method for second-order cone programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5747004)