A new one-step smoothing Newton method for second-order cone programming.

DOI10.1007/s10492-012-0019-6zbMath1265.90229OpenAlexW2031624244MaRDI QIDQ713481

Liang Fang, Jingyong Tang, Li Dong, Guo-Ping He

Publication date: 29 October 2012

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/142901

zbMATH Keywords

global convergencelocal quadratic convergenceFischer-Burmeister functionEuclidean Jordan algebrasmoothing Newton method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Newton-type methods (49M15)

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Uses Software

• SDPT3

Cites Work

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