A SENSITIVITY RESULT FOR QUADRATIC SECOND-ORDER CONE PROGRAMMING AND ITS APPLICATION

被引：1
|
作者：
Zhao, Qi [1 ]
Fu, Wenhao [2 ]
Chen, Zhongwen [2 ]
机构：
[1] Jiangsu Univ Sci & Technol, Zhenjiang 212001, Jiangsu, Peoples R China
[2] Soochow Univ, Sch Math Sci, Suzhou 215006, Peoples R China
来源：
APPLICATIONS OF MATHEMATICS | 2021年 / 66卷 / 03期
关键词：
sensitivity; quadratic second-order cone programming; nonlinear second-order cone programming; local convergence; SEMIDEFINITE; CONVERGENCE;
D O I：
10.21136/AM.2020.0278-19
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we present a sensitivity result for quadratic second-order cone programming under the weak form of second-order sufficient condition. Based on this result, we analyze the local convergence of an SQP-type method for nonlinear second-order cone programming. The subproblems of this method at each iteration are quadratic second-order cone programming problems. Compared with the local convergence analysis done before, we do not need the assumption that the Hessian matrix of the Lagrangian function is positive definite. Besides, the iteration sequence which is proved to be superlinearly convergent does not contain the Lagrangian multiplier.
引用
收藏
页码：413 / 436
页数：24
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