An SQP-type algorithm for nonlinear second-order cone programs
From MaRDI portal
Publication:2458912
DOI10.1007/s11590-006-0009-2zbMath1149.90149OpenAlexW2062903625MaRDI QIDQ2458912
Masao Fukushima, Hirokazu Kato
Publication date: 5 November 2007
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-006-0009-2
Related Items
A line search penalty-free method for nonlinear second-order cone programming, On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming, The use of squared slack variables in nonlinear second-order cone programming, A predictor-corrector smoothing method for second-order cone programming, DC semidefinite programming and cone constrained DC optimization. I: Theory, Computation algorithm for convex semi-infinite program with second-order cones: special analyses for affine and quadratic case, Sequential Quadratic Optimization for Nonlinear Optimization Problems on Riemannian Manifolds, An alternating direction method for convex quadratic second-order cone programming with bounded constraints, An Exact Penalty Method for Nonconvex Problems Covering, in Particular, Nonlinear Programming, Semidefinite Programming, and Second-Order Cone Programming, Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets, On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming, Superlinear convergence of the sequential quadratic method in constrained optimization, Optimality conditions for nonlinear second-order cone programming and symmetric cone programming, An extended sequential quadratically constrained quadratic programming algorithm for nonlinear, semidefinite, and second-order cone programming, Jacobian nonsingularity in nonlinear symmetric conic programming problems and its application, S<i>l</i><sub>1</sub>QP Based Algorithm with Trust Region Technique for Solving Nonlinear Second-Order Cone Programming Problems, Generalized lower-order penalty algorithm for solving second-order cone mixed complementarity problems, A Barzilai and Borwein regularization feasible direction algorithm for convex nonlinear SOC programming with linear constraints, A trust region SQP-filter method for nonlinear second-order cone programming, A homotopy method for nonlinear second-order cone programming, A class of nonlinear Lagrangians for nonconvex second order cone programming, Nonsingularity in second-order cone programming via the smoothing metric projector, A sensitivity result for quadratic second-order cone programming and its application., Local reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraints, Log-sigmoid nonlinear Lagrange method for nonlinear optimization problems over second-order cones, A prediction-correction inexact alternating direction method for convex nonlinear second-order cone programming with linear constraints, A feasible direction algorithm for nonlinear second-order cone programs, Properties of equation reformulation of the Karush-Kuhn-Tucker condition for nonlinear second order cone optimization problems, Global convergence of algorithms under constant rank conditions for nonlinear second-order cone programming, A new method for solving second-order cone eigenvalue complementarity problems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Solving semidefinite-quadratic-linear programs using SDPT3
- Quadratic convergence of a primal-dual interior point method for degenerate nonlinear optimization problems
- Successive linearization methods for nonlinear semidefinite programs
- Applications of second-order cone programming
- A globally convergent method for nonlinear programming
- An interior-point algorithm for nonconvex nonlinear programming
- Second-order cone programming
- Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions
- Perturbation analysis of second-order cone programming problems
- Robust Convex Optimization
- Semidefinite optimization
- An Interior Point Method with a Primal-Dual Quadratic Barrier Penalty Function for Nonlinear Optimization
- A Global Algorithm for Nonlinear Semidefinite Programming
- Semidefinite Programming
