A one-step smoothing Newton method for second-order cone programming

DOI10.1016/J.CAM.2007.12.023zbMATH Open1155.65045OpenAlexW2049336437MaRDI QIDQ953375FDOQ953375

Authors: Xiaoni Chi, Sanyang Liu 

Publication date: 20 November 2008

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

Full work available at URL: https://doi.org/10.1016/j.cam.2007.12.023

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zbMATH Keywords

numerical examplesFischer-Burmeister functionsecond-order cone programmingsmoothing Newton methodQ-quadratic convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• A nonsmooth version of Newton's method
• Semismooth and Semiconvex Functions in Constrained Optimization
• Applications of second-order cone programming
• Second-order cone programming
• A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
• Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
• Smoothing functions for second-order-cone complementarity problems
• 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
• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
• Predictor-corrector smoothing Newton method, based on a new smoothing function, for solving the nonlinear complementarity problem with a \(P_0\) function
• Interior point methods for second-order cone programming and OR applications
• Title not available (Why is that?)

Cited In (33)

• Complementarity Problems Over Symmetric Cones: A Survey of Recent Developments in Several Aspects
• A new non-interior continuation method for solving the second-order cone complementarity problem
• Solvability based on E-property for the nonlinear symmetric cone complementarity problem
• A smoothing Newton method for the second-order cone complementarity problem.
• A trust region SQP-filter method for nonlinear second-order cone programming
• A globally and quadratically convergent smoothing Newton method for solving second-order cone optimization
• An inexact smoothing method for the monotone complementarity problem over symmetric cones
• A smoothing Newton algorithm for solving the monotone second-order cone complementarity problems
• An inexact smoothing method for SOCCPs based on a one-parametric class of smoothing function
• A smoothing Newton method for second-order cone optimization based on a new smoothing function
• A smoothing Newton-type method for second-order cone programming problems based on a new smoothing Fischer-Burmeister function
• A smoothing-type Newton method for second-order cone programming problems based on a new smooth function
• Quadratic convergence analysis of a nonmonotone Levenberg-Marquardt type method for the weighted nonlinear complementarity problem
• Smoothing functions and algorithm for nonsymmetric circular cone complementarity problems.
• Smoothing Newton algorithm for the second-order cone programming with a nonmonotone line search
• Identifying important gene signatures of BMI using network structure-aided nonparametric quantile regression
• Jacobian consistency of a one-parametric class of smoothing Fischer-Burmeister functions for SOCCP
• A predictor-corrector smoothing Newton method for symmetric cone complementarity problems
• A Newton's method for perturbed second-order cone programs
• A new one-step smoothing Newton method for the second-order cone complementarity problem
• A nonmonotone smoothing Newton method for circular cone programming
• Analysis of smoothing-type algorithms for the convex second-order cone programming
• Quadratic convergence to the optimal solution of second-order conic optimization without strict complementarity
• A one-parametric class of smoothing functions for second-order cone programming
• Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming.
• Statistical Inference of Second-Order Cone Programming
• A one-parametric class of smoothing functions and an improved regularization Newton method for the NCP
• A new one-step smoothing Newton method for second-order cone programming.
• The convergence of a modified smoothing-type algorithm for the symmetric cone complementarity problem
• A smoothing-type algorithm for the second-order cone complementarity problem with a new nonmonotone line search
• Improved convergence analysis of a smoothing Newton method for the circular cone programming
• A one-step smoothing Newton method for second-order cone programming
• A logarithmic barrier interior-point method based on majorant functions for second-order cone programming

Uses Software

• SDPT3

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