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

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Indexed by:期刊论文

Date of Publication:2021-03-16

Journal:OPTIMIZATION LETTERS

Volume:15

Issue:2

Page Number:441-457

ISSN No.:1862-4472

Key Words:Rate of convergence; Proximal method; Second-order cone

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.

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