A smoothing Newton method for second-order cone optimization based on a new smoothing function
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Publication:648325
DOI10.1016/j.amc.2011.06.015zbMath1229.65101OpenAlexW2006770310MaRDI QIDQ648325
Liang Fang, Jingyong Tang, Li Dong, Guo-Ping He
Publication date: 22 November 2011
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2011.06.015
global convergencecomparison of methodsnumerical resultsquadratic convergenceinterior-point methodsline searchFischer-Burmeister functionsmoothing Newton methodsecond-order cone optimization
Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of quasi-Newton type (90C53) Interior-point methods (90C51)
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