A semismooth Newton method for SOCCPs based on a one-parametric class of SOC complementarity functions
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/s10589-008-9166-9.pdf
Reference26 articles.
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3. Andersen, E.D., Roos, C., Terlaky, T.: On implementing a primal-dual interior-point method for conic quadratic optimization. Math. Program. Ser. B 95, 249–277 (2003)
4. Chen, J.-S., Pan, S.-H.: A one-parametric class of merit functions for the second-order cone complementarity problem. Comput. Optim. Appl. (2008, accepted)
5. Chen, X., Qi, H.: Cartesian P-property and its applications to the semidefinite linear complementarity problem. Math. Program. 106, 177–201 (2006)
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