This paper analyzes the rate of local convergence of the Log-Sigmoid nonlinear Lagrange method for nonconvex nonlinear second-order cone programming. Under the componentwise strict complementarity condition, the constraint nondegeneracy condition and the second-order sufficient condition, we show th
Convergence analysis of the augmented Lagrangian method for nonlinear second-order cone optimization problems
β Scribed by Yong-Jin Liu; Li-Wei Zhang
- Publisher
- Elsevier Science
- Year
- 2007
- Tongue
- English
- Weight
- 311 KB
- Volume
- 67
- Category
- Article
- ISSN
- 0362-546X
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procedure towards solution of two-point nonlinear boundary value problems for single equation of second order is described. For the correction of missing conditions two algorithms of 3rd order convergence are suggested and, in addition, a comparison with Newton root-finding method is presented. The
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