求解NSOCP的增广拉格朗日方法的局部收敛性分析
首发时间:2018-12-24
摘要:本文研究求解非线性二阶锥规划问题(NSOCP)的增广拉格朗日函数方法, 证明了该方法在约束非退化条件和强二阶充分条件下具有局部收敛性. 与已有的文献相比, 本文的收敛性结果无需请求严格互补条件.
For information in English, please click here
The local Convergence analysis of The Augmented Lagrangian Method for NSOCP
Abstract:In this paper, we study the augmented Lagrangian method for nonlinear second-order cone optimization problems(NSOCP). Without requiring strict complementarity, We prove that, under the constraint nondegeneracy condition and the strong second-order sufficient condition, this method possesses local convergence.
Keywords: second-order cone optimization The augmented Lagrangian method local convergence.
引用
No.****
动态公开评议
共计0人参与
勘误表
求解NSOCP的增广拉格朗日方法的局部收敛性分析
评论
全部评论0/1000