Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming
Copyright policy )Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming
The authors propose a non-monotone smoothing-type algorithm for solving second-order cone programs. This algorithm is based on a non-monotone line search technique, introduced by \textit{H. Zhang} and \textit{W. W. Hager} [SIAM J. Optim. 14, No. 4, 1043--1056 (2004; Zbl 1073.90024)]. Its convergence is proven by using the theory of Euclidean Jordan algebras. Numerical experiments are also provided.
- Shandong Agricultural University China (People's Republic of)
- Taishan University China (People's Republic of)
- Xinyang Normal University China (People's Republic of)
- Xinyang Normal University China (People's Republic of)
non-monotone line search, global convergence, Convex programming, Numerical mathematical programming methods, Nonlinear programming, Jordan structures associated with other structures, second-order cone programming, local quadratic convergence, smoothing Newton algorithm
non-monotone line search, global convergence, Convex programming, Numerical mathematical programming methods, Nonlinear programming, Jordan structures associated with other structures, second-order cone programming, local quadratic convergence, smoothing Newton algorithm
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