A line search penalty-free method for nonlinear second-order cone programming

DOI10.1007/S10440-020-00334-WMaRDI QIDQ829562zbMATH OpenOpenAlexFDO

Authors Qi Zhao, Zhongwen Chen

Publication date 6 May 2021

Published in Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10440-020-00334-w

zbMATH Keywords

global convergencenonlinear second-order cone programmingtwo-phase strategypenalty-free technique

Mathematics Subject Classification ID

Methods of successive quadratic programming type (90C55) Semidefinite programming (90C22)

Recommendations

• A penalty-function-free line search SQP method for nonlinear programming
• Differentiable exact penalty functions for nonlinear second-order cone programs
• \(\mathrm S l_1\)QP based algorithm with trust region technique for solving nonlinear second-order cone programming problems
• A line search exact penalty method for nonlinear semidefinite programming
• An SQP-type algorithm for nonlinear second-order cone programs

Cites work

• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 1332320 (Why is no real title available?)
• scientific article; zbMATH DE number 1502618 (Why is no real title available?)
• 10.1162/153244303321897726
• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
• A class of nonlinear Lagrangians for nonconvex second order cone programming
• A feasible direction algorithm for nonlinear second-order cone programs
• A filter method with unified step computation for nonlinear optimization
• A homotopy method for nonlinear second-order cone programming
• A line search exact penalty method using steering rules
• A primal–dual interior point method for nonlinear optimization over second-order cones
• A trust region SQP-filter method for nonlinear second-order cone programming
• An SQP-type algorithm for nonlinear second-order cone programs
• Applications of second-order cone programming
• Convergence of the augmented Lagrangian method for nonlinear optimization problems over second-order cones
• Differentiable exact penalty functions for nonlinear second-order cone programs
• Global and local convergence of a penalty-free method for nonlinear programming
• Interior proximal algorithm with variable metric for second-order cone programming: applications to structural optimization and support vector machines
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• On the implementation and usage of SDPT3 -- a Matlab software package for semidefinite-quadratic-linear programming, version 4.0
• On the local convergence of semismooth Newton methods for linear and nonlinear second-order cone programs without strict complementarity
• PENNON: A code for convex nonlinear and semidefinite programming
• Perturbation analysis of second-order cone programming problems
• Second-order cone programming
• Trust Region Methods
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• \(\mathrm S l_1\)QP based algorithm with trust region technique for solving nonlinear second-order cone programming problems

Cited in

(4)

• An approximate lower order penalty approach for solving second-order cone linear complementarity problems
• \(\mathrm S l_1\)QP based algorithm with trust region technique for solving nonlinear second-order cone programming problems
• Differentiable exact penalty functions for nonlinear second-order cone programs
• A penalty-free-type two-step linear search algorithm

Describes a project that uses

Uses Software

• PENNON
• UCI
• SDPT3
• SeDuMi

This page was built for publication: A line search penalty-free method for nonlinear second-order cone programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q829562)