Convergence of an augmented Lagrange algorithm for nonlinear optimizations with second-order cone constraints  

作　　者：Jin GUO Suxiang HE 

机构地区：[1]School of Science,Wuhan University of Technology,Wuhan 430070,China

出　　处：《Frontiers of Mathematics in China》2022年第1期149-170,共22页中国高等学校学术文摘·数学（英文）

基　　金：supported by the Fundamental Research Funds for the Central Universities(No.2018IB016).

摘　　要：An augmented Lagrange algorithm for nonlinear optimizations with second-order cone constraints is proposed based on a Lowner operator associated with a potential function for the optimization problems with inequality constraints.The favorable properties of both the Lowner operator and the corresponding augmented Lagrangian are discussed.And under some mild assumptions,the rate of convergence of the augmented Lagrange algorithm is studied in detail.

关 键 词：Potential function Lowner operator augmented Lagrange algorithm nonlinear second-order cone optimizations 

分 类 号：O24[理学—计算数学]