This paper studies the approximate augmented Lagrangian for nonlinear symmetric cone programming. The analysis is based on some results under the framework of Euclidean Jordan algebras. We formulate the approximate La...
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This paper studies the approximate augmented Lagrangian for nonlinear symmetric cone programming. The analysis is based on some results under the framework of Euclidean Jordan algebras. We formulate the approximate Lagrangian dual problem and study conditions for approximate strong duality results and an approximate exact penalty representation. We also show, under Robinson's constraint qualification, that the sequence of stationary points of the approximate augmented Lagrangian problems converges to a stationary point of the original nonlinear symmetric cone programming. (c) 2007 Elsevier Ltd. All rights reserved.
In this paper, we employ the projection operator to design a semismooth Newton algorithm for solving nonlinear symmetric cone programming (NSCP). The algorithm is computable from theoretical standpoint and is proved t...
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In this paper, we employ the projection operator to design a semismooth Newton algorithm for solving nonlinear symmetric cone programming (NSCP). The algorithm is computable from theoretical standpoint and is proved to be locally quadratically convergent without assuming strict complementarity of the solution to NSCP.
There recently has been much interest in studying some optimization problems over symmetriccones. In this paper, we discuss the Lagrange dual theory of tonlinear symmetricconeprogramming, including the weak duality...
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ISBN:
(纸本)9783642342882
There recently has been much interest in studying some optimization problems over symmetriccones. In this paper, we discuss the Lagrange dual theory of tonlinear symmetricconeprogramming, including the weak duality theorem, the strong duality theorem, and the saddle point theorem.
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