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

DOI10.1515/JNUM-2013-0012zbMath1288.65088OpenAlexW2026670687MaRDI QIDQ5747004

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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

algorithmglobal convergencequadratic convergencenumerical resultsecond-order cone programmingFischer-Burmeister functionnon-interior continuation methodsmoothing function

Mathematics Subject Classification ID

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

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