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The convergence analysis of Carroll function method for nonlinear SOC programming
GU Jian 1, XIAO Xian-Tao 2
1. School of Science, Dalian Ocean University, Dalian 116024
2. School of Mathematical Sciences, Dalian University of Technology, Dalian 116023
*Correspondence author
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Funding: Specialized Research Fund for the Doctoral Program of Higher Education （No.20110041120039）
Opened online: 3 December 2015
Accepted by: none
Citation: GU Jian, XIAO Xian-Tao.The convergence analysis of Carroll function method for nonlinear SOC programming[OL]. [ 3 December 2015] http://en.paper.edu.cn/en_releasepaper/content/4661202
 
 
This paper focuses on the study of the rate of convergence for thenonlinear Lagrangian method based on Carroll function for nonconvexnonlinear second-order cone programming. A set of conditions,including the componentwise strict complementarity condition, theconstraint nondegeneracy condition and the second order sufficientcondition, are used to guarantee the convergence of the nonlinearLagrangian method. The convergence theorem shows that under aboveconditions the dual algorithm based on Carroll function is locallyconvergent when the penalty parameter is less than a threshold andthe error bound of solution is proportional to the penaltyparameter.
Keywords:operations research, nonlinear Lagrangianmethod, nonlinear second-order cone programming.
 
 
 

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