吴佳
Professor Supervisor of Doctorate Candidates Supervisor of Master's Candidates
Gender:Female
Alma Mater:大连理工大学
Degree:Doctoral Degree
School/Department:数学科学学院
Discipline:Operation Research and Control Theory
Business Address:创新园大厦B1207
E-Mail:wujia@dlut.edu.cn
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Indexed by:期刊论文
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.
