A semi-smooth Newton method for a special piecewise linear system with application to positively constrained convex quadratic programming

DOI10.1016/j.cam.2016.01.040zbMath1331.90048arXiv1508.01582OpenAlexW2963421327MaRDI QIDQ5965342

J. G. Barrios, Orizon P. Ferreira, Sándor Zoltan Németh, José Yunier Bello Cruz

Publication date: 3 March 2016

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.01582

zbMATH Keywords

quadratic programmingconvex coneconvex setpiecewise linear systemsemi-smooth Newton method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Positive matrices and their generalizations; cones of matrices (15B48)

Related Items (7)

Projection on the intersection of convex sets ⋮ A semi-smooth Newton method for projection equations and linear complementarity problems with respect to the second order cone ⋮ Towards an efficient augmented Lagrangian method for convex quadratic programming ⋮ On finite termination of the generalized Newton method for solving absolute value equations ⋮ Error bounds and a condition number for the absolute value equations ⋮ On the convergence of iterative schemes for solving a piecewise linear system of equations ⋮ How to project onto extended second order cones

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