The rate of convergence of proximal method of multipliers for second-order cone optimization problems
Release Time:2021-12-09 Hits:
Indexed by: Journal Article
Date of Publication: 2021-03-16
Journal: OPTIMIZATION LETTERS
Volume: 15
Issue: 2
Page Number: 441-457
ISSN: 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.