A class of nonlinear Lagrangians for nonconvex second order cone programming

DOI10.1007/S10589-009-9279-9zbMath1242.90247OpenAlexW2074298306MaRDI QIDQ540625

Jian Gu, Xiantao Xiao, Li-wei Zhang

Publication date: 3 June 2011

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-009-9279-9

zbMATH Keywords

augmented Lagrangiansecond order cone optimizationnonlinear Lagrange method

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (6)

A line search penalty-free method for nonlinear second-order cone programming ⋮ A trust region SQP-filter method for nonlinear second-order cone programming ⋮ Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property ⋮ Convergence analysis of a nonlinear Lagrangian method for nonconvex semidefinite programming with subproblem inexactly solved ⋮ Convergence of an augmented Lagrange algorithm for nonlinear optimizations with second-order cone constraints ⋮ On the existence of saddle points for nonlinear second-order cone programming problems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Primal-dual nonlinear rescaling method for convex optimization
• Properties of the augmented Lagrangian in nonlinear semidefinite optimization
• Convergence analysis of the augmented Lagrangian method for nonlinear second-order cone optimization problems
• The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
• Modified barrier functions (theory and methods)
• Nonlinear rescaling and proximal-like methods in convex optimization
• Nonlinear rescaling vs. smoothing technique in convex optimization
• Augmented non-quadratic penalty algorithms
• Zero duality gap for a class of nonconvex optimization problems
• An SQP-type algorithm for nonlinear second-order cone programs
• On the approximate augmented Lagrangian for nonlinear symmetric cone programming
• Primal-dual nonlinear rescaling method with dynamic scaling parameter update
• Multiplier and gradient methods
• The multiplier method of Hestenes and Powell applied to convex programming
• Perturbation analysis of second-order cone programming problems
• Smoothing Functions for Second-Order-Cone Complementarity Problems
• Löwner's Operator and Spectral Functions in Euclidean Jordan Algebras
• Nonlinear leastpth optimization and nonlinear programming
• Asymptotic Analysis for Penalty and Barrier Methods in Convex and Linear Programming
• Penalty/Barrier Multiplier Methods for Convex Programming Problems
• A dual approach to solving nonlinear programming problems by unconstrained optimization
• A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
• Log-sigmoid multipliers method in constrained optimization

This page was built for publication: A class of nonlinear Lagrangians for nonconvex second order cone programming