Smoothing Newton algorithm for the second-order cone programming with a nonmonotone line search

Abstract

The smoothing-type algorithms, which are in general designed based on some monotone line search, have been successfully applied to solve the second-order cone programming (denoted by SOCP). In this paper, we propose a nonmonotone smoothing Newton algorithm for solving the SOCP. Under suitable assumptions, we show that the proposed algorithm is globally and… (More)
DOI: 10.1007/s11590-013-0699-1

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