Augmented Lagrangian method for second-order cone programs under second-order sufficiency
نویسندگان
چکیده
This paper addresses problems of second-order cone programming important in optimization theory and applications. The main attention is paid to the augmented Lagrangian method (ALM) for such considered both exact inexact forms. Using generalized differential tools variational analysis, we formulate corresponding version sufficiency use it establish, among other results, uniform growth condition Lagrangian. latter allows us justify solvability subproblems ALM prove linear primal–dual convergence this method.
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ژورنال
عنوان ژورنال: Journal of Global Optimization
سال: 2021
ISSN: ['1573-2916', '0925-5001']
DOI: https://doi.org/10.1007/s10898-021-01068-1