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

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)

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Cites work

• scientific article; zbMATH DE number 50640 (Why is no real title available?)
• scientific article; zbMATH DE number 715155 (Why is no real title available?)
• scientific article; zbMATH DE number 1569003 (Why is no real title available?)
• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
• A Global Linear and Local Quadratic Noninterior Continuation Method for Nonlinear Complementarity Problems Based on Chen--Mangasarian Smoothing Functions
• A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
• A nonsmooth version of Newton's method
• Applications of second-order cone programming
• Improving the convergence of non-interior point algorithms for nonlinear complementarity problems
• Interior point methods for second-order cone programming and OR applications
• 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
• Semismooth and Semiconvex Functions in Constrained Optimization
• Smoothing functions for second-order-cone complementarity problems
• Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions

Cited in

(34)

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

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Uses Software

• SDPT3

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