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个人信息Personal Information
教授
博士生导师
硕士生导师
性别：男
毕业院校：大连理工大学
学位：博士
所在单位：数学科学学院
电子邮箱：hwzhang@dlut.edu.cn
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The rate of convergence of proximal method of multipliers for second-order cone optimization problems
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论文类型：期刊论文
发表时间：2021-03-16
发表刊物：OPTIMIZATION LETTERS
卷号：15
期号：2
页面范围：441-457
ISSN号：1862-4472
关键字：Rate of convergence; Proximal method; Second-order cone
摘要：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.