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A smoothing Newton method for second-order cone optimization based on a new smoothing function - MaRDI portal

A smoothing Newton method for second-order cone optimization based on a new smoothing function (Q648325)

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scientific article; zbMATH DE number 5976256
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A smoothing Newton method for second-order cone optimization based on a new smoothing function
scientific article; zbMATH DE number 5976256

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    A smoothing Newton method for second-order cone optimization based on a new smoothing function (English)
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    22 November 2011
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    second-order cone optimization
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    smoothing Newton method
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    global convergence
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    quadratic convergence
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    comparison of methods
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    Fischer-Burmeister function
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    line search
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    numerical results
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    interior-point methods
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