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Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming

Jingyong Tang, Li Dong, Liang Fang, Li Sun (2015)

Applications of Mathematics

The smoothing-type algorithm is a powerful tool for solving the second-order cone programming (SOCP), which is in general designed based on a monotone line search. In this paper, we propose a smoothing-type algorithm for solving the SOCP with a non-monotone line search. By using the theory of Euclidean Jordan algebras, we prove that the proposed algorithm is globally and locally quadratically convergent under suitable assumptions. The preliminary numerical results are also reported which indicate...

ANOVA using commutative Jordan algebras, an application

Paulo Canas Rodrigues, João Tiago Mexia (2006)

Discussiones Mathematicae Probability and Statistics

Binary operations on commutative Jordan algebras are used to carry out the ANOVA of a two layer model. The treatments in the first layer nests those in the second layer, that being a sub-model for each treatment in the first layer. We present an application with data retried from agricultural experiments.

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