A globally convergent non-interior point algorithm with full Newton step for second-order cone programming
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Publication:993313
DOI10.1007/s10492-009-0029-1zbMath1212.90299MaRDI QIDQ993313
Liang Fang, Li Sun, Guo-Ping He
Publication date: 10 September 2010
Published in: Applications of Mathematics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/37832
optimality condition; central path; second-order cone programming; Jordan product; non-interior point algorithm
65K05: Numerical mathematical programming methods
90C25: Convex programming
90C30: Nonlinear programming
90C51: Interior-point methods
65Y20: Complexity and performance of numerical algorithms
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