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)

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