Name
Abstract | ||
|---|---|---|
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, for which ecient interior point solvers are available. We establish global convergence and local quadratic convergence of the algorithm under appropriate assumptions. We report numerical results to examine the eectiveness of the algorithm. |
Year | DOI | Venue |
|---|---|---|
2007 | 10.1007/s11590-006-0009-2 | Optimization Letters |
Keywords | Field | DocType |
sqp method,global convergence,nonlinear second-order cone programming problem,quadratic convergence,interior point,linear approximation,objective function | Second-order cone programming,Convergence (routing),Mathematical optimization,Nonlinear system,Mathematical analysis,Algorithm,Quadratic function,Rate of convergence,Sequential quadratic programming,Criss-cross algorithm,Interior point method,Mathematics | Journal |
Volume | Issue | ISSN |
1 | 2 | 1862-4472 |
Citations | PageRank | References |
20 | 1.07 | 11 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Hirokazu Kato | 1 | 38 | 2.04 |
| Masao Fukushima | 2 | 197 | 14.00 |