A smoothing Newton-type algorithm of stronger convergence for the quadratically constrained convex quadratic programming

DOI10.1007/S10589-006-6512-7zbMATH Open1151.90509OpenAlexW2132402006MaRDI QIDQ853883FDOQ853883

Authors: Zhenghai Huang, Defeng Sun, Gongyun Zhao 

Publication date: 17 November 2006

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-006-6512-7

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zbMATH Keywords

global convergencesuperlinear convergencesmoothing Newton method

Mathematics Subject Classification ID

Quadratic programming (90C20) Methods of quasi-Newton type (90C53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited In (25)

• A matrix-free smoothing algorithm for large-scale support vector machines
• A smoothing-type algorithm for solving linear complementarity problems with strong convergence properties
• A non-interior continuation algorithm for solving the convex feasibility problem
• A non-interior-point smoothing method for variational inequality problem
• Sequential quadratically constrained quadratic programming norm-relaxed algorithm of strongly sub-feasible directions
• A smoothing self-adaptive Levenberg-Marquardt algorithm for solving system of nonlinear inequalities
• Smoothing algorithms for complementarity problems over symmetric cones
• A Nonmonotone Smoothing-Type Algorithm for a System of Inequalities Associated with Circular Cones
• A smoothing-type algorithm for solving nonlinear complementarity problems with a non-monotone line search
• Finite termination of a Newton-type algorithm for a class of affine variational inequality problems
• Finite termination of a Newton-type algorithm based on a new class of smoothing functions for the affine variational inequality problem
• Semismooth Newton method for quadratic programs with bound constraints
• Convergence of a smoothing-type algorithm for the monotone affine variational inequality problem
• A smoothing-type algorithm for solving system of inequalities
• Finite termination of a smoothing-type algorithm for the monotone affine variational inequality problem
• Non-interior-point smoothing Newton method for CP revisited and its application to support vector machines
• Extension of smoothing Newton algorithms to solve linear programming over symmetric cones
• Quadratic Convergence of Smoothing Newton's Method for 0/1 Loss Optimization
• Exploiting aggregate sparsity in second-order cone relaxations for quadratic constrained quadratic programming problems
• Smoothing Newton algorithm for symmetric cone complementarity problems based on a one-parametric class of smoothing functions
• A smoothing Newton algorithm based on a one-parametric class of smoothing functions for linear programming over symmetric cones
• Robust solutions of uncertain complex-valued quadratically constrained programs
• A working set SQCQP algorithm with simple nonmonotone penalty parameters
• A smoothing Newton's method for the construction of a damped vibrating system from noisy test eigendata
• Inexact Josephy-Newton framework for generalized equations and its applications to local analysis of Newtonian methods for constrained optimization

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