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A sensitivity result for quadratic second-order cone programming and its application
Applications of Mathematics ( IF 0.6 ) Pub Date : 2020-12-14 , DOI: 10.21136/am.2020.0278-19
Qi Zhao , Wenhao Fu , Zhongwen Chen

In this paper, we present a sensitivity result for quadratic second-order cone programming under the weak form of second-order sufficient condition. Based on this result, we analyze the local convergence of an SQP-type method for nonlinear second-order cone programming. The subproblems of this method at each iteration are quadratic second-order cone programming problems. Compared with the local convergence analysis done before, we do not need the assumption that the Hessian matrix of the Lagrangian function is positive definite. Besides, the iteration sequence which is proved to be superlinearly convergent does not contain the Lagrangian multiplier.



中文翻译:

二次二阶锥规划的灵敏度结果及其应用

在本文中,我们给出了在二次充分条件的弱形式下二次二次圆锥编程的灵敏度结果。基于此结果,我们分析了非线性二阶锥规划的SQP型方法的局部收敛性。该方法在每次迭代中的子问题是二次二次锥编程问题。与之前进行的局部收敛分析相比,我们不需要拉格朗日函数的黑森矩阵为正定的假设。此外,被证明是超线性收敛的迭代序列不包含拉格朗日乘数。

更新日期:2021-01-07
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