RESEARCH ARTICLE

Convergence of an augmented Lagrange algorithm for nonlinear optimizations with second-order cone constraints

  • Jin GUO ,
  • Suxiang HE
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  • School of Science, Wuhan University of Technology, Wuhan 430070, China

Published date: 15 Feb 2022

Copyright

2022 Higher Education Press

Abstract

An augmented Lagrange algorithm for nonlinear optimizations with second-order cone constraints is proposed based on a Löwner operator associated with a potential function for the optimization problems with inequality constraints. The favorable properties of both the Löwner operator and the corresponding augmented Lagrangian are discussed. And under some mild assumptions, the rate of convergence of the augmented Lagrange algorithm is studied in detail.

Cite this article

Jin GUO , Suxiang HE . Convergence of an augmented Lagrange algorithm for nonlinear optimizations with second-order cone constraints[J]. Frontiers of Mathematics in China, 2022 , 17(1) : 149 -170 . DOI: 10.1007/s11464-022-1007-0

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