Smoothing Newton algorithm for the second-order cone programming with a nonmonotone line search.
Jingyong TangLi DongLiang FangJinchuan ZhouPublished in: Optim. Lett. (2014)
Keyphrases
- line search
- learning algorithm
- computational complexity
- objective function
- improved algorithm
- linear programming
- cost function
- optimal solution
- convergence rate
- np hard
- dynamic programming
- expectation maximization
- parameter estimation
- optimization algorithm
- convex optimization
- multi objective
- primal dual
- levenberg marquardt