Sub-quadratic convergence of a smoothing Newton method for second-order cone programming

DOI10.1007/s12190-007-0025-0zbMath1193.90168MaRDI QIDQ949278

Xiaoni Chi, San-Yang Liu

Publication date: 21 October 2008

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12190-007-0025-0

zbMATH Keywords

global convergence; second-order cone programming; smoothing Newton method; sub-quadratic convergence

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C25: Convex programming

90C30: Nonlinear programming

Uses Software

• SDPT3

Cites Work

• Unnamed Item
• Unnamed Item
• Analysis of a smoothing method for symmetric conic linear programming
• Applications of second-order cone programming
• Superlinear/quadratic one-step smoothing Newton method for \(P_0\)-NCP without strict complementarity
• Second-order cone programming
• Convergence analysis of a nonlinear Lagrangian algorithm for nonlinear programming with inequality constraints
• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• Sub-quadratic convergence of a smoothing Newton algorithm for the \(P_0\)- and monotone LCP
• Interior point methods for second-order cone programming and OR applications
• A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
• A nonsmooth version of Newton's method
• Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
• Smoothing Functions for Second-Order-Cone Complementarity Problems
• Semismooth and Semiconvex Functions in Constrained Optimization
• Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
• Improving the convergence of non-interior point algorithms for nonlinear complementarity problems