A new one-step smoothing Newton method for second-order cone programming.
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Publication:713481
DOI10.1007/s10492-012-0019-6zbMath1265.90229MaRDI QIDQ713481
Liang Fang, Jingyong Tang, Li Dong, Guo-Ping He
Publication date: 29 October 2012
Published in: Applications of Mathematics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10338.dmlcz/142901
global convergence; local quadratic convergence; Fischer-Burmeister function; Euclidean Jordan algebra; smoothing Newton method
65K05: Numerical mathematical programming methods
90C25: Convex programming
90C46: Optimality conditions and duality in mathematical programming
49M15: Newton-type methods
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Uses Software
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