A smoothing Newton method for absolute value equation associated with second-order cone

2017 ◽  
Vol 120 ◽  
pp. 82-96 ◽  
Author(s):  
Xin-He Miao ◽  
Jian-Tao Yang ◽  
B. Saheya ◽  
Jein-Shan Chen
Keyword(s):  
Newton Method ◽  
Second Order ◽  
Smoothing Newton Method ◽  
Absolute Value Equation ◽  
Absolute Value ◽  
Second Order Cone

scholarly journals Levenberg-Marquardt method for absolute value equation associated with second-order cone

2022 ◽  
Vol 12 (1) ◽  
pp. 47
Author(s):  
Xin-He Miao ◽  
Kai Yao ◽  
Ching-Yu Yang ◽  
Jein-Shan Chen
Keyword(s):  
Good Choice ◽  
Second Order ◽  
Smoothing Newton Method ◽  
Numerical Comparison ◽  
Absolute Value Equation ◽  
Absolute Value ◽  
Marquardt Method ◽  
Second Order Cone ◽  
Levenberg Marquardt ◽  
Armijo Line Search

<p style='text-indent:20px;'>In this paper, we suggest the Levenberg-Marquardt method with Armijo line search for solving absolute value equations associated with the second-order cone (SOCAVE for short), which is a generalization of the standard absolute value equation frequently discussed in the literature during the past decade. We analyze the convergence of the proposed algorithm. For numerical reports, we not only show the efficiency of the proposed method, but also present numerical comparison with smoothing Newton method. It indicates that the proposed algorithm could also be a good choice for solving the SOCAVE.</p>

scholarly journals A globally and quadratically convergent smoothing Newton method for solving second-order cone optimization

2015 ◽  
Vol 39 (8) ◽  
pp. 2180-2193 ◽  
Author(s):  
Jingyong Tang ◽  
Guoping He ◽  
Li Dong ◽  
Liang Fang ◽  
Jinchuan Zhou
Keyword(s):  
Newton Method ◽  
Second Order ◽  
Smoothing Newton Method ◽  
Second Order Cone

scholarly journals A smoothing Newton method for the second-order cone complementarity problem

2013 ◽  
Vol 58 (2) ◽  
pp. 223-247 ◽  
Author(s):  
Jingyong Tang ◽  
Guoping He ◽  
Li Dong ◽  
Liang Fang ◽  
Jinchuan Zhou
Keyword(s):  
Newton Method ◽  
Complementarity Problem ◽  
Second Order ◽  
Smoothing Newton Method ◽  
Second Order Cone
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