A smoothing Newton-type method for second-order cone programming problems based on a new smoothing Fischer-Burmeister function

DOI10.1590/S1807-03022011000300005zbMath1401.90152OpenAlexW2125200699MaRDI QIDQ428372

Zengzhe Feng, Liang Fang

Publication date: 21 June 2012

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022011000300005&lng=en&nrm=iso&tlng=en

zbMATH Keywords

interior-point methodsmoothing methodcentral pathsecond-order cone programmingstrong semismoothnessQ-quadratic convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Interior-point methods (90C51) Complexity and performance of numerical algorithms (65Y20)

Related Items

Smoothing functions and algorithm for nonsymmetric circular cone complementarity problems. ⋮ Jacobian consistency of a one-parametric class of smoothing Fischer-Burmeister functions for SOCCP ⋮ Improved convergence analysis of a smoothing Newton method for the circular cone programming ⋮ Smoothing Newton algorithm for the second-order cone programming with a nonmonotone line search ⋮ Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming. ⋮ A one-parametric class of smoothing functions for second-order cone programming ⋮ Analysis of smoothing-type algorithms for the convex second-order cone programming

Uses Software

• SDPT3