A globally convergent non-interior point algorithm with full Newton step for second-order cone programming
From MaRDI portal
Publication:993313
DOI10.1007/S10492-009-0029-1zbMATH Open1212.90299OpenAlexW1978741393MaRDI QIDQ993313FDOQ993313
Authors: Liang Fang, Li Sun, Guoping 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
Recommendations
- A non-smoothing Newton method for nonlinear second-order cone programming
- A new non-interior continuation method for second-order cone programming
- A new non-interior continuation method for second-order cone programming
- A non-interior-point continuous algorithm with superlinear convergence for second-order cone programming
- A primal-dual interior-point algorithm for second-order cone optimization with full Nesterov-Todd step
- A globally convergent interior point algorithm for non-convex nonlinear programming
- A full Nesterov-Todd step infeasible interior-point method for second-order cone optimization
- A non-interior continuation method for second-order cone programming
- A globally and quadratically convergent smoothing Newton method for solving second-order cone optimization
- A modified and simplified full Nesterov-Todd step \(\mathcal {O}(N)\) infeasible interior-point method for second-order cone optimization
optimality conditionsecond-order cone programmingcentral pathJordan productnon-interior point algorithm
Numerical mathematical programming methods (65K05) Convex programming (90C25) Complexity and performance of numerical algorithms (65Y20) Nonlinear programming (90C30) Interior-point methods (90C51)
Cites Work
- SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
- Title not available (Why is that?)
- Title not available (Why is that?)
- On Extending Some Primal--Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming
- Applications of second-order cone programming
- Second-order cone programming
- A new inexact alternating directions method for monotone variational inequalities
- Semidefinite optimization
- On Polyhedral Approximations of the Second-Order Cone
- Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
- Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
- Smoothing functions for second-order-cone complementarity problems
- A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
- Polynomial Convergence of Infeasible-Interior-Point Methods over Symmetric Cones
- Linear systems in Jordan algebras and primal-dual interior-point algorithms
- Euclidean Jordan algebras and interior-point algorithms
- Extension of primal-dual interior point algorithms to symmetric cones
- Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions
- An Efficient Algorithm for Minimizing a Sum of Euclidean Norms with Applications
- A convergence analysis of the scaling-invariant primal-dual path-following algorithms for second-order cone programming
- Associative and Jordan algebras, and polynomial time interior-point algorithms for symmetric cones.
- Solving problems with semidefinite and related constraints using interior-point methods for nonlinear programming
- Interior point methods for second-order cone programming and OR applications
- Second order cone programming relaxation of nonconvex quadratic optimization problems
- A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming
- Solving a class of asymmetric variational inequalities by a new alternating direction method
- A smoothing-type algorithm for solving linear complementarity problems with strong convergence properties
- Analysis of a smoothing method for symmetric conic linear programming
- Further Development of a Primal-Dual Interior Point Method
- Projection and contraction methods for semidefinite programming
Cited In (3)
- A modified and simplified full Nesterov-Todd step \(\mathcal {O}(N)\) infeasible interior-point method for second-order cone optimization
- A full-step interior-point algorithm for second-order cone optimization based on a simple locally kernel function
- A new non-interior point algorithm for circular cone programming
Uses Software
This page was built for publication: A globally convergent non-interior point algorithm with full Newton step for second-order cone programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q993313)
