An SQP-type algorithm for nonlinear second-order cone programs
نویسندگان
چکیده
منابع مشابه
An SQP-type algorithm for nonlinear second-order cone programs
We propose an SQP-type algorithm for solving nonlinear second-order cone programming (NSOCP) problems. At every iteration, the algorithm solves a convex SOCP subproblem in which the constraints involve linear approximations of the constraint functions in the original problem and the objective function is a convex quadratic function. Those subproblems can be transformed into linear SOCP problems...
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The second-order cone programming problem is reformulated into several new systems of nonlinear equations. Assume the perturbation of the data is in a certain neighborhood of zero. Then starting from a solution to the old problem, the semismooth Newton’s iterates converge Q-quadratically to a solution of the perturbed problem. The algorithm is globalized. Numerical examples show that the algori...
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ژورنال
عنوان ژورنال: Optimization Letters
سال: 2006
ISSN: 1862-4472,1862-4480
DOI: 10.1007/s11590-006-0009-2