Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4641163 | Journal of Computational and Applied Mathematics | 2009 | 16 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Jian Gu, Liwei Zhang, Xiantao Xiao,