A globally convergent non-interior point algorithm with full Newton step for second-order cone programming

DOI10.1007/s10492-009-0029-1zbMath1212.90299OpenAlexW1978741393MaRDI QIDQ993313

Li Sun, Liang Fang, Guo-Ping He

Publication date: 10 September 2010

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

Full work available at URL: https://eudml.org/doc/37832

zbMATH Keywords

optimality conditioncentral pathsecond-order cone programmingJordan productnon-interior point algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Interior-point methods (90C51) Complexity and performance of numerical algorithms (65Y20)

Related Items (1)

A full-step interior-point algorithm for second-order cone optimization based on a simple locally kernel function

Uses Software

• SDPT3

Cites Work

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