| Full text | |
| Author(s): |
Total Authors: 3
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| Affiliation: | [1] Univ Estadual Campinas, Dept Appl Math, Inst Math Stat & Comp Sci, BR-13083859 Campinas, SP - Brazil
[2] Kyoto Univ, Grad Sch Informat, Dept Appl Math & Phys, Kyoto 6068501 - Japan
Total Affiliations: 2
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| Document type: | Journal article |
| Source: | SIAM JOURNAL ON OPTIMIZATION; v. 22, n. 4, p. 1607-1633, 2012. |
| Web of Science Citations: | 7 |
| Abstract | |
We propose a method for solving nonlinear second-order cone programs (SOCPs), based on a continuously differentiable exact penalty function. The construction of the penalty function is given by incorporating a multipliers estimate in the augmented Lagrangian for SOCPs. Under the nondegeneracy assumption and the strong second-order sufficient condition, we show that a generalized Newton method has global and superlinear convergence. We also present some preliminary numerical experiments. (AU) | |
| FAPESP's process: | 11/23638-5 - Reformulations for nonlinear programming, second-order cone programming and semidefinite programming |
| Grantee: | Ellen Hidemi Fukuda |
| Support Opportunities: | Scholarships abroad - Research Internship - Post-doctor |
| FAPESP's process: | 10/20572-0 - Exact penalties for nonlinear optimization and second-order cone programming |
| Grantee: | Ellen Hidemi Fukuda |
| Support Opportunities: | Scholarships in Brazil - Post-Doctoral |