A smoothing Newton method for second-order cone optimization based on a new smoothing function
DOI10.1016/J.AMC.2011.06.015zbMATH Open1229.65101OpenAlexW2006770310MaRDI QIDQ648325FDOQ648325
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
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numerical resultsglobal convergenceinterior-point methodsFischer-Burmeister functionline searchquadratic convergencecomparison of methodssmoothing Newton methodsecond-order cone optimization
Numerical mathematical programming methods (65K05) Convex programming (90C25) Interior-point methods (90C51) Methods of quasi-Newton type (90C53)
Cites Work
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- Semismooth and Semiconvex Functions in Constrained Optimization
- Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
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- Applications of second-order cone programming
- Second-order cone programming
- A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
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- Improving the convergence of non-interior point algorithms for nonlinear complementarity problems
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- Interior point methods for second-order cone programming and OR applications
- Primal-dual interior-point algorithms for second-order cone optimization based on kernel functions
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- Analysis of a smoothing method for symmetric conic linear programming
- Optimal Magnetic Shield Design with Second-Order Cone Programming
Cited In (17)
- 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.
- Title not available (Why is that?)
- 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
- 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
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