The rate of convergence of proximal method of multipliers for second-order cone optimization problems - Details

author：

Chu, L. (Chu, L..) ^[1] | Wang, B. (Wang, B..) ^[2] | Zhang, L. (Zhang, L..) ^[3] | Zhang, H. (Zhang, H..) ^[4]

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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.　©　2020,　Springer-Verlag　GmbH　Germany,　part　of　Springer　Nature.

Keyword：

Proximal method; Rate of convergence; Second-order cone

Community：

[ 1 ] [Chu, L.]School of Mathematical Sciences, Dalian University of Technology, Dalian, 116024, China
[ 2 ] [Chu, L.]City Institute, Dalian University of Technology, Dalian, 116600, China
[ 3 ] [Chu, L.]School of Mathematical Sciences, Dalian University of Technology, Dalian, 116024, China
[ 4 ] [Wang, B.]Key Laboratory of Operations Research and Control of Universities in Fujian, College of Mathematics and Computer Science, Fuzhou University, Fuzhou, 350116, China
[ 5 ] [Zhang, L.]School of Mathematical Sciences, Dalian University of Technology, Dalian, 116024, China
[ 6 ] [Zhang, L.]School of Mathematical Sciences, Dalian University of Technology, Dalian, 116024, China
[ 7 ] [Zhang, H.]School of Mathematical Sciences, Dalian University of Technology, Dalian, 116024, China
[ 8 ] [Zhang, H.]School of Mathematical Sciences, Dalian University of Technology, Dalian, 116024, China

Reprint 's Address：

[Wang, B.]Key Laboratory of Operations Research and Control of Universities in Fujian, College of Mathematics and Computer Science, Fuzhou UniversityChina

Email：

bowang@fzu.edu.cn

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Source ：

Optimization Letters

ISSN： 1862-4472

Year： 2020

1 . 7 6 9

JCR@2020

1 . 3 0 0

JCR@2023

ESI HC Threshold：50

JCR Journal Grade：2

CAS Journal Grade：3

Cited Count：

WoS CC Cited Count： 0

SCOPUS Cited Count：

ESI Highly Cited Papers on the List： 0 Unfold All

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Chinese Cited Count：

30 Days PV： 0

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