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author:

Chu, Li (Chu, Li.) [1] | Wang, Bo (Wang, Bo.) [2] (Scholars:王博) | Zhang, Liwei (Zhang, Liwei.) [3] | Zhang, Hongwei (Zhang, Hongwei.) [4]

Indexed by:

EI Scopus SCIE

Abstract:

In this paper we consider a proximal method of multipliers (PMM) for a nonlinear second-order cone optimization problem. With the assumptions of constraint nondegeneracy, strict complementarity and second-order sufficient condition, we estimate the local convergence rate of PMM to be linear or superlinear, which depends on the strategy of parameter selection.

Keyword:

Proximal method Rate of convergence Second-order cone

Community:

  • [ 1 ] [Chu, Li]Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China
  • [ 2 ] [Chu, Li]Dalian Univ Technol, City Inst, Dalian 116600, Peoples R China
  • [ 3 ] [Wang, Bo]Fuzhou Univ, Coll Math & Comp Sci, Key Lab Operat Res & Control Univ Fujian, Fuzhou 350116, Peoples R China
  • [ 4 ] [Zhang, Liwei]Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China
  • [ 5 ] [Zhang, Hongwei]Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China

Reprint 's Address:

  • 王博

    [Wang, Bo]Fuzhou Univ, Coll Math & Comp Sci, Key Lab Operat Res & Control Univ Fujian, Fuzhou 350116, Peoples R China

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OPTIMIZATION LETTERS

ISSN: 1862-4472

Year: 2020

1 . 7 6 9

JCR@2020

1 . 3 0 0

JCR@2023

ESI Discipline: MATHEMATICS;

ESI HC Threshold:50

JCR Journal Grade:2

CAS Journal Grade:3

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 0

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