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

DOI10.1007/S11590-020-01607-XzbMATH Open1466.90098OpenAlexW3035224056MaRDI QIDQ828665FDOQ828665

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

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zbMATH Keywords

rate of convergenceproximal methodsecond-order cone

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Cites Work

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• Multiplier and gradient methods
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• Applications of second-order cone programming
• Second-order cone programming
• A dual approach to solving nonlinear programming problems by unconstrained optimization
• Convergence of the augmented Lagrangian method for nonlinear optimization problems over second-order cones
• Differentiable exact penalty functions for nonlinear second-order cone programs
• On the local convergence of semismooth Newton methods for linear and nonlinear second-order cone programs without strict complementarity
• Definite and Semidefinite Quadratic Forms
• Convergence analysis of the augmented Lagrangian method for nonlinear second-order cone optimization problems
• On the existence of saddle points for nonlinear second-order cone programming problems
• The rate of convergence of proximal method of multipliers for equality constrained optimization problems
• A homotopy method for nonlinear second-order cone programming
• New constraint qualifications and optimality conditions for second order cone programs
• The rate of convergence of proximal method of multipliers for nonlinear semidefinite programming
• A feasible direction algorithm for nonlinear second-order cone programs

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 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
• The rate of convergence of proximal method of multipliers for nonlinear semidefinite programming

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