作者
Jian Gu, Liwei Zhang, Xiantao Xiao
发表日期
2009/7/1
期刊
Journal of computational and applied mathematics
卷号
229
期号
1
页码范围
129-144
出版商
North-Holland
简介
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 that the sequence of iteration points generated by the proposed method locally converges to a local solution when the penalty parameter is less than a threshold and the error bound of solution is proportional to the penalty parameter. Finally, we report numerical results to show the efficiency of the method.
引用总数
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