The rate of convergence of proximal method of multipliers for second-order cone optimization problems

被引：0
|
作者：
Li Chu
Bo Wang
Liwei Zhang
Hongwei Zhang
机构：
[1] Dalian University of Technology,School of Mathematical Sciences
[2] City Institute,Key Laboratory of Operations Research and Control of Universities in Fujian, College of Mathematics and Computer Science
[3] Dalian University of Technology,School of Mathematical Sciences
[4] Fuzhou University,undefined
[5] Dalian University of Technology,undefined
来源：
Optimization Letters | 2021年 / 15卷
关键词：
Rate of convergence; Proximal method; Second-order cone;
D O I：
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中图分类号：
学科分类号：
摘要：
In this paper we consider a proximal method of multipliers (PMM) for a nonlinear second-order cone optimization problem. With the assumptions of constraint nondegeneracy, strict complementarity and second-order sufficient condition, we estimate the local convergence rate of PMM to be linear or superlinear, which depends on the strategy of parameter selection.
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页码：441 / 457
页数：16
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