Optimality conditions for problems over symmetric cones and a simple augmented Lagrangian method

DOI10.1287/MOOR.2017.0901zbMath1510.90288arXiv1701.05298MaRDI QIDQ6282107

Masao Fukushima, Bruno F. Lourenço, Ellen H. Fukuda

Publication date: 18 January 2017

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods involving duality (49M29) Optimality conditions and duality in mathematical programming (90C46)

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