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Indexed by:期刊论文

First Author:Zhang, Yule

Correspondence Author:Zhang, LW (corresponding author), Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China.

Co-author:Wu, Jia,Zhang, Liwei

Date of Publication:2020-09-02

Journal:OPTIMIZATION METHODS & SOFTWARE

Included Journals:SCIE

Volume:35

Issue:5,SI

Page Number:1022-1049

ISSN No.:1055-6788

Key Words:Nonlinear programming; rate of convergence; proximal method of multipliers; strict complementarity

Abstract:We analyze the rate of convergence of the proximal method of multipliers for non-convex nonlinear programming problems. First, we prove, under the strict complementarity condition, that the rate of convergence of the proximal method of multipliers is linear and the ratio constant is proportional to 1/c when the ratio is small enough, which implies that the rate of convergence of the proximal method of multipliers is superlinear when the parameter c increases to . Second, we prove that, without strict complementarity condition, the rate of convergence of the proximal method of multipliers is proportional to 1/c when c exceeds a threshold.