Analysis of a non-interior continuation method for second-order cone programming

DOI10.1007/s12190-008-0057-0zbMath1193.90169OpenAlexW2150127834MaRDI QIDQ949295

Xiaoni Chi, San-Yang Liu

Publication date: 21 October 2008

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

Full work available at URL: https://doi.org/10.1007/s12190-008-0057-0

zbMATH Keywords

global convergencelocal quadratic convergencesecond-order cone programmingnon-interior continuation methodCHKS smoothing function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30)

Related Items

A predictor-corrector smoothing method for second-order cone programming, A smoothing Newton method for the second-order cone complementarity problem., A non-monotone inexact non-interior continuation method based on a parametric smoothing function for LWCP, 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

Uses Software

• SDPT3

Cites Work

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