A new smoothing Newton-type method for second-order cone programming problems

DOI10.1016/J.AMC.2009.06.029MaRDI QIDQ734859zbMATHOpenAlexFDO

Authors Liang Fang, Yunhong Hu, Guoping He

Publication date 14 October 2009

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

Full work available at URL https://doi.org/10.1016/j.amc.2009.06.029

zbMATH Keywords

numerical examplessecond-order cone programmingsmoothing methodinterior-point method\(Q\)-quadratic convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Interior-point methods (90C51)

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Cited in

(28)

• Improved convergence analysis of a smoothing Newton method for the circular cone programming
• A new one-step smoothing Newton method for second-order cone programming.
• A one-step smoothing Newton method for second-order cone programming
• A new non-interior continuation method for solving the second-order cone complementarity problem
• Analysis of a smoothing Newton method for second-order cone complementarity problem
• Jacobian consistency of a one-parametric class of smoothing Fischer-Burmeister functions for SOCCP
• Analysis of smoothing-type algorithms for the convex second-order cone programming
• A non-smoothing Newton method for nonlinear second-order cone programming
• A one-parametric class of smoothing functions for second-order cone programming
• A smoothing Newton-type method for second-order cone programming problems based on a new smoothing Fischer-Burmeister function
• Smoothing Newton algorithm for the second-order cone programming with a nonmonotone line search
• A globally and quadratically convergent smoothing Newton method for solving second-order cone optimization
• A smoothing Newton method based on a one-parametric class of smoothing function for SOCCP
• Sub-quadratic convergence of a smoothing Newton method for second-order cone programming
• scientific article; zbMATH DE number 2050896 (Why is no real title available?)
• A smoothing Newton method for solving the second-order cone programming
• A smoothing Newton-type algorithm of stronger convergence for the quadratically constrained convex quadratic programming
• A predictor-corrector smoothing method for second-order cone programming
• The convergence of a modified smoothing-type algorithm for the symmetric cone complementarity problem
• Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming.
• A smoothing-type Newton method for second-order cone programming problems based on a new smooth function
• A smoothing Newton method for the second-order cone complementarity problem.
• A smoothing Newton method for second-order cone optimization based on a new smoothing function
• Continuous Variable Neighborhood Search (C-VNS) for Solving Systems of Nonlinear Equations
• Complementarity problems over symmetric cones: A survey of recent developments in several aspects
• A smoothing Newton algorithm for solving the monotone second-order cone complementarity problems
• scientific article; zbMATH DE number 6718896 (Why is no real title available?)
• An inexact smoothing algorithm for solving second-order cone programming problems

Describes a project that uses

Uses Software

• SeDuMi
• SDPT3

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