A one-step smoothing Newton method for second-order cone programming
نویسندگان
چکیده
منابع مشابه
A smoothing Newton-type method for second-order cone programming problems based on a new smoothing Fischer-Burmeister function
A new smoothing function of the well known Fischer-Burmeister function is given. Based on this new function, a smoothing Newton-type method is proposed for solving secondorder cone programming. At each iteration, the proposed algorithm solves only one system of linear equations and performs only one line search. This algorithm can start from an arbitrary point and it is Q-quadratically converge...
متن کاملSecond-order cone programming
Second-order cone programming (SOCP) problems are convex optimization problems in which a linear function is minimized over the intersection of an affine linear manifold with the Cartesian product of second-order (Lorentz) cones. Linear programs, convex quadratic programs and quadratically constrained convex quadratic programs can all be formulated as SOCP problems, as can many other problems t...
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This paper extends the regularized smoothing Newton method in vector optimization to symmetric cone optimization, which provide a unified framework for dealing with the nonlinear complementarity problem, the second-order cone complementarity problem, and the semidefinite complementarity problem (SCCP). In particular, we study strong semismoothness and Jacobian nonsingularity of the total natura...
متن کاملThe Q Method for the Second-Order Cone Programming
In this paper we present a new algorithm for solving the second order cone programming problems which we call the Q method. This algorithm is an extension of the Q method of Alizadeh Haeberly and Overton for the semidefinite programming problem.
متن کاملThe Q method for second order cone programming
We develop the Q method for the Second Order Cone Programming problem. The algorithm is the adaptation of the Q method for semidefinite programming originally developed by Alizadeh, Haeberly and Overton, [3] and [2]. We take advantage of the special algebraic structure associated with second order cone programs to formulate the Q method. Furthermore we prove that our algorithm is globally conve...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2009
ISSN: 0377-0427
DOI: 10.1016/j.cam.2007.12.023