A smoothing Newton method for second-order cone optimization based on a new smoothing function

DOI10.1016/J.AMC.2011.06.015MaRDI QIDQ648325zbMATH OpenOpenAlexFDO

Authors Jingyong Tang, Li Dong, Liang Fang, Guoping He

Publication date 22 November 2011

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2011.06.015

zbMATH Keywords

numerical resultsglobal convergenceinterior-point methodsFischer-Burmeister functionline searchquadratic convergencecomparison of methodssmoothing Newton methodsecond-order cone optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Interior-point methods (90C51) Methods of quasi-Newton type (90C53)

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Cites work

• scientific article; zbMATH DE number 715155 (Why is no real title available?)
• scientific article; zbMATH DE number 1569003 (Why is no real title available?)
• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
• A Global Linear and Local Quadratic Noninterior Continuation Method for Nonlinear Complementarity Problems Based on Chen--Mangasarian Smoothing Functions
• A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
• A new smoothing Newton-type method for second-order cone programming problems
• A non-interior continuation method for second-order cone programming
• A nonsmooth version of Newton's method
• A one-step smoothing Newton method for second-order cone programming
• A primal-dual interior-point algorithm for second-order cone optimization with full Nesterov-Todd step
• A semismooth Newton method for SOCCPs based on a one-parametric class of SOC complementarity functions
• An efficient support vector machine learning method with second-order cone programming for large-scale problems
• An unconstrained smooth minimization reformulation of the second-order cone complementarity problem
• Analysis of a smoothing method for symmetric conic linear programming
• Applications of second-order cone programming
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Euclidean Jordan algebras and interior-point algorithms
• Extension of primal-dual interior point algorithms to symmetric cones
• Improving the convergence of non-interior point algorithms for nonlinear complementarity problems
• Interior point methods for second-order cone programming and OR applications
• Optimal Magnetic Shield Design with Second-Order Cone Programming
• Optimization and nonsmooth analysis
• Primal-Dual Interior-Point Methods for Second-Order Conic Optimization Based on Self-Regular Proximities
• Primal-Dual Interior-Point Methods for Self-Scaled Cones
• Primal-dual interior-point algorithms for second-order cone optimization based on kernel functions
• Second order cone programming approaches for handling missing and uncertain data
• Second-order cone programming
• Semismooth and Semiconvex Functions in Constrained Optimization
• Smoothing functions for second-order-cone complementarity problems
• Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
• The convergence of a one-step smoothing Newton method for \(P_0\)-NCP based on a new smoothing NCP-function

Cited in

(17)

• A logarithmic barrier interior-point method based on majorant functions for second-order cone programming
• Convergence properties of a new smoothing Newton method for second-order cone complementarity problems
• A new non-interior continuation method for solving the second-order cone complementarity problem
• A smoothing Newton method for the second-order cone complementarity problem.
• A globally and quadratically convergent smoothing Newton method for solving second-order cone optimization
• A new smoothing method for solving nonlinear complementarity problems
• A smoothing Newton algorithm for solving the monotone second-order cone complementarity problems
• A one-step smoothing Newton method for second-order cone programming
• On Smoothingl₁Exact Penalty Function for Constrained Optimization Problems
• Smoothing Newton algorithm for the second-order cone programming with a nonmonotone line search
• Applying a type of SOC-functions to solve a system of equalities and inequalities under the order induced by second-order cone
• Analysis of smoothing-type algorithms for the convex second-order cone programming
• Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming.
• scientific article; zbMATH DE number 6718896 (Why is no real title available?)
• The convergence of a modified smoothing-type algorithm for the symmetric cone complementarity problem
• A smoothing-type algorithm for the second-order cone complementarity problem with a new nonmonotone line search
• Improved convergence analysis of a smoothing Newton method for the circular cone programming

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Uses Software

• SDPT3

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