Differentiable Exact Penalty Functions for Nonlinear Second-Order Cone Programs

DOI10.1137/110852401zbMath1261.49006OpenAlexW1984929374MaRDI QIDQ4915180

Ellen H. Fukuda, Masao Fukushima, Paulo J. S. Silva

Publication date: 9 April 2013

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.416.4209

zbMATH Keywords

generalized Newton methodexact penalty functionnonlinear second-order cone programsemi-smooth reformulation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Newton-type methods (49M15)

Related Items (12)

Exact augmented Lagrangian functions for nonlinear semidefinite programming ⋮ The rate of convergence of proximal method of multipliers for second-order cone optimization problems ⋮ A line search penalty-free method for nonlinear second-order cone programming ⋮ On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming ⋮ The use of squared slack variables in nonlinear second-order cone programming ⋮ On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming ⋮ Optimality conditions for nonlinear second-order cone programming and symmetric cone programming ⋮ Necessary optimality conditions for mathematical programs with second-order cone complementarity constraints ⋮ A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness ⋮ Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property ⋮ A sensitivity result for quadratic second-order cone programming and its application. ⋮ A feasible direction algorithm for nonlinear second-order cone programs

This page was built for publication: Differentiable Exact Penalty Functions for Nonlinear Second-Order Cone Programs