A primal–dual interior point method for nonlinear optimization over second-order cones
A primal–dual interior point method for nonlinear optimization over second-order cones
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DOI：
10.1080/10556780902752447
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发表时间：
2009-06
影响因子：
2.2
通讯作者：
Hiroshi Yamashita;H. Yabe
中科院分区：
文献类型：
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作者：
Hiroshi Yamashita;H. Yabe
本文研究具有二阶锥约束的非线性极小化问题。考虑了一种使用搜索方向的交换类的原始-对偶内点法。在线搜索策略的框架下，我们将障碍罚函数和势函数相结合，提出了一种新的原始-对偶价值函数，并证明了该方法的全局收敛性质。
In this paper, we are concerned with nonlinear minimization problems with second-order cone constraints. A primal–dual interior point method that uses a commutative class of search directions is considered. We propose a new primal–dual merit function by combining the barrier penalty function and the potential function within the framework of the line search strategy, and show the global convergence property of our method.