Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/61782
Type: Artigo de periódico
Title: DIFFERENTIABLE EXACT PENALTY FUNCTIONS FOR NONLINEAR SECOND-ORDER CONE PROGRAMS
Author: Fukuda, EH
Silva, PJS
Fukushima, M
Abstract: We propose a method for solving nonlinear second-order cone programs (SOCPs), based on a continuously differentiable exact penalty function. The construction of the penalty function is given by incorporating a multipliers estimate in the augmented Lagrangian for SOCPs. Under the nondegeneracy assumption and the strong second-order sufficient condition, we show that a generalized Newton method has global and superlinear convergence. We also present some preliminary numerical experiments.
Subject: nonlinear second-order cone program
exact penalty function
semi-smooth reformulation
generalized Newton method
Country: EUA
Editor: Siam Publications
Rights: aberto
Identifier DOI: 10.1137/110852401
Date Issue: 2012
Appears in Collections:Unicamp - Artigos e Outros Documentos

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