S<i>l</i>₁QP Based Algorithm with Trust Region Technique for Solving Nonlinear Second-Order Cone Programming Problems

DOI10.4036/iis.2015.97zbMath1482.90215OpenAlexW2125168176MaRDI QIDQ5135248

Shunsuke Hayashi, Takayuki Okuno, Kohei Yasuda

Publication date: 19 November 2020

Published in: Interdisciplinary Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4036/iis.2015.97

zbMATH Keywords

trust region methodexact penalty functionnonlinear second-order cone programming problemS\(l_1\)QP method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items (3)

A line search penalty-free method for nonlinear second-order cone programming ⋮ A Barzilai and Borwein regularization feasible direction algorithm for convex nonlinear SOC programming with linear constraints ⋮ A prediction-correction inexact alternating direction method for convex nonlinear second-order cone programming with linear constraints

Uses Software

• SeDuMi
• SDPT3

Cites Work

• A primal-dual interior point method for nonlinear semidefinite programming
• Smoothing methods for nonsmooth, nonconvex minimization
• Local reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraints
• Properties of equation reformulation of the Karush-Kuhn-Tucker condition for nonlinear second order cone optimization problems
• Applications of second-order cone programming
• Second-order cone programming
• A unified approach to global convergence of trust region methods for nonsmooth optimization
• An SQP-type algorithm for nonlinear second-order cone programs
• Robust Convex Optimization
• On the Implementation and Usage of SDPT3 – A Matlab Software Package for Semidefinite-Quadratic-Linear Programming, Version 4.0
• A primal–dual interior point method for nonlinear optimization over second-order cones
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• On the Local Convergence of Semismooth Newton Methods for Linear and Nonlinear Second-Order Cone Programs Without Strict Complementarity
• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
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