Analysis of a non-interior continuation method for second-order cone programming
From MaRDI portal
Publication:949295
DOI10.1007/s12190-008-0057-0zbMath1193.90169OpenAlexW2150127834MaRDI QIDQ949295
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/s12190-008-0057-0
global convergencelocal quadratic convergencesecond-order cone programmingnon-interior continuation methodCHKS smoothing function
Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30)
Related Items
A predictor-corrector smoothing method for second-order cone programming, A smoothing Newton method for the second-order cone complementarity problem., A non-monotone inexact non-interior continuation method based on a parametric smoothing function for LWCP, A globally and quadratically convergent smoothing Newton method for solving second-order cone optimization, A smoothing Newton algorithm for solving the monotone second-order cone complementarity problems, The convergence of a modified smoothing-type algorithm for the symmetric cone complementarity problem
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Analysis of a smoothing method for symmetric conic linear programming
- Applications of second-order cone programming
- Improved smoothing-type methods for the solution of linear programs
- Non-interior continuation methods for solving semidefinite complementarity problems
- Predictor-corrector smoothing Newton method, based on a new smoothing function, for solving the nonlinear complementarity problem with a \(P_0\) function
- 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
- Predictor-corrector smoothing methods for linear programs with a more flexible update of the smoothing parameter
- A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
- A non-interior predictor-corrector path following algorithm for the monotone linear complementarity problem
- 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
- Optimization and nonsmooth analysis
- Semismooth and Semiconvex Functions in Constrained Optimization
- Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
- Improving the convergence of non-interior point algorithms for nonlinear complementarity problems
- A Global Linear and Local Quadratic Noninterior Continuation Method for Nonlinear Complementarity Problems Based on Chen--Mangasarian Smoothing Functions
