A new smoothing Newton-type method for second-order cone programming problems

DOI10.1016/j.amc.2009.06.029zbMath1183.65065OpenAlexW2044488961MaRDI QIDQ734859

Liang Fang, Yunhong Hu, Guo-Ping He

Publication date: 14 October 2009

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

Full work available at URL: https://doi.org/10.1016/j.amc.2009.06.029

zbMATH Keywords

interior-point methodnumerical examplessmoothing methodsecond-order cone programming\(Q\)-quadratic convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Interior-point methods (90C51)

Related Items

A new non-interior continuation method for solving the second-order cone complementarity problem ⋮ Jacobian consistency of a one-parametric class of smoothing Fischer-Burmeister functions for SOCCP ⋮ A smoothing Newton method for the second-order cone complementarity problem. ⋮ Improved convergence analysis of a smoothing Newton method for the circular cone programming ⋮ A smoothing Newton method for second-order cone optimization based on a new smoothing function ⋮ Continuous Variable Neighborhood Search (C-VNS) for Solving Systems of Nonlinear Equations ⋮ 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 smoothing Newton method based on a one-parametric class of smoothing function for SOCCP ⋮ A globally and quadratically convergent smoothing Newton method for solving second-order cone optimization ⋮ A smoothing Newton algorithm for solving the monotone second-order cone complementarity problems ⋮ The convergence of a modified smoothing-type algorithm for the symmetric cone complementarity problem ⋮ A one-parametric class of smoothing functions for second-order cone programming ⋮ Complementarity Problems Over Symmetric Cones: A Survey of Recent Developments in Several Aspects ⋮ Analysis of smoothing-type algorithms for the convex second-order cone programming

Uses Software

• SeDuMi
• SDPT3

Cites Work

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