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论文类型：期刊论文
发表时间：2009-07-01
发表刊物：JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
收录刊物：SCIE、EI
卷号：229
期号：1
页面范围：129-144
ISSN号：0377-0427
关键字：Log-Sigmoid function; Nonlinear Lagrangian method; Nonlinear second-order cone programming; Dual algorithm; Rate of convergence
摘要：This paper analyzes the rate of local convergence of the Log-Sigmoid nonlinear Lagrange method for nonconvex nonlinear second-order cone programming. Under the componentwise strict complementarity condition, the constraint nondegeneracy condition and the second-order sufficient condition, we show that the sequence of iteration points generated by the proposed method locally converges to a local solution when the penalty parameter is less than a threshold and the error bound of solution is proportional to the penalty parameter. Finally, we report numerical results to show the efficiency of the method. (C) 2008 Elsevier B.V. All rights reserved.