Title of Paper:Log-Sigmoid nonlinear Lagrange method for nonlinear optimization problems over second-order cones

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Date of Publication:2009-07-01

Journal:JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Included Journals:SCIE、EI

Volume:229

Issue:1

Page Number:129-144

ISSN No.:0377-0427

Key Words:Log-Sigmoid function; Nonlinear Lagrangian method; Nonlinear second-order cone programming; Dual algorithm; Rate of convergence

Abstract: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.