Improved local convergence results for augmented Lagrangian methods in \(C^2\)-cone reducible constrained optimization

DOI10.1007/s10107-018-1261-9zbMath1461.65164MaRDI QIDQ2316626

Christian Kanzow, Daniel Steck

Publication date: 6 August 2019

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-018-1261-9

zbMATH Keywords

rate of convergence; semidefinite programming; error bound; local convergence; augmented Lagrangian method; second-order cone programming; \(C^2\)-cone reducible sets

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C22: Semidefinite programming

90C30: Nonlinear programming

90C31: Sensitivity, stability, parametric optimization

Uses Software

• PENNON
• ALGENCAN