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The rate of convergence of proximal method of multipliers for second-order cone optimization problems
Optimization Letters ( IF 1.3 ) Pub Date : 2020-06-10 , DOI: 10.1007/s11590-020-01607-x
Li Chu , Bo Wang , Liwei Zhang , Hongwei Zhang

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.



中文翻译:

二阶锥优化问题乘数的近端方法的收敛速度

在本文中,我们考虑了非线性二阶锥优化问题的乘数法(PMM)。考虑约束非简并性,严格互补性和二阶充分条件的假设,我们估计PMM的局部收敛速度是线性还是超线性,这取决于参数选择策略。

更新日期:2020-06-10
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