Analysis of a non-interior continuation method for second-order cone programming
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s12190-008-0057-0.pdf
Reference22 articles.
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3. Chen, X., Qi, L., Sun, D.: Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities. Math. Comput. 67, 519–540 (1998)
4. Chen, X.D., Sun, D., Sun, J.: Complementarity functions and numerical experiments on smoothing Newton methods for second-order-cone complementarity problems. Comput. Optim. Appl. 25, 39–56 (2003)
5. Chen, X., Tseng, P.: Non-interior continuation methods for solving semidefinite complementarity problems. Math. Program. 95, 431–474 (2003)
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2. A globally and quadratically convergent smoothing Newton method for solving second-order cone optimization;Applied Mathematical Modelling;2015-04
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