Log-sigmoid nonlinear Lagrange method for nonlinear optimization problems over second-order cones (Q1023315)

This paper analyzes the rate of local convergence of the Log-Sigmoid nonlinear Lagrangian method for nonconvex nonlinear second-order cone programming. Under the componentwise strict complementarity condition, a constraint nondegeneracy condition and a second-order sufficient condition, the authors show that the sequence of iteration points generated by the proposed method locally converges to a local solution when the penalty parameter is less than a treshold and the error bound of solution is proportional to the penalty parameter. Finally, numerical results show the efficiency of the method.