Differentiable exact penalty functions for nonlinear second-order cone programs

DOI10.1137/110852401MaRDI QIDQ4915180zbMATH OpenOpenAlexFDO

Authors Ellen H. Fukuda, Paulo José da Silva e Silva, Masao Fukushima

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

exact penalty functiongeneralized Newton methodnonlinear second-order cone programsemi-smooth reformulation

Mathematics Subject Classification ID

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

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Cited in

(18)

• Exact augmented Lagrangian functions for nonlinear semidefinite programming
• A unified approach to the global exactness of penalty and augmented Lagrangian functions. I: Parametric exactness
• A sensitivity result for quadratic second-order cone programming and its application.
• On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming
• A \({\mathcal {VU}}\)-decomposition method for a second-order cone programming problem
• On the existence of saddle points for nonlinear second-order cone programming problems
• An exact penalty method for nonconvex problems covering, in particular, nonlinear programming, semidefinite programming, and second-order cone programming
• The use of squared slack variables in nonlinear second-order cone programming
• Necessary optimality conditions for mathematical programs with second-order cone complementarity constraints
• The differentiable exact penalty function for nonlinear semidefinite programming
• \(\mathrm S l_1\)QP based algorithm with trust region technique for solving nonlinear second-order cone programming problems
• A feasible direction algorithm for nonlinear second-order cone programs
• 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
• A second-order sequential optimality condition for nonlinear second-order cone programming problems
• Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property
• 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

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