The rate of convergence of proximal method of multipliers for second-order cone optimization problems

DOI10.1007/S11590-020-01607-XMaRDI QIDQ828665zbMATH OpenOpenAlexFDO

Authors Li Chu, Bo Wang, Liwei Zhang, Hongwei Zhang

Publication date 5 May 2021

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-020-01607-x

zbMATH Keywords

rate of convergenceproximal methodsecond-order cone

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cites work

• scientific article; zbMATH DE number 3914081 (Why is no real title available?)
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• scientific article; zbMATH DE number 3309655 (Why is no real title available?)
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• Convergence analysis of the augmented Lagrangian method for nonlinear second-order cone optimization problems
• Convergence of the augmented Lagrangian method for nonlinear optimization problems over second-order cones
• Definite and Semidefinite Quadratic Forms
• Differentiable exact penalty functions for nonlinear second-order cone programs
• Multiplier and gradient methods
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• The rate of convergence of proximal method of multipliers for equality constrained optimization problems
• The rate of convergence of proximal method of multipliers for nonlinear semidefinite programming

Cited in

(5)

• Unified convergence analysis of a second-order method of multipliers for nonlinear conic programming
• The rate of convergence of proximal method of multipliers for nonlinear semidefinite programming
• The rate of convergence of proximal method of multipliers for nonlinear programming
• The rate of convergence of proximal method of multipliers for equality constrained optimization problems
• Iteration-complexity of a Rockafellar's proximal method of multipliers for convex programming based on second-order approximations

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