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Author:

Chen, Liang (Chen, Liang.) | Zhu, Junyuan (Zhu, Junyuan.) | Zhao, Xinyuan (Zhao, Xinyuan.) (Scholars:赵欣苑)

Indexed by:

Scopus SCIE

Abstract:

In this paper, we accomplish the unified convergence analysis of a second-order method of multipliers (i.e., a second-order augmented Lagrangian method) for solving the conventional nonlinear conic optimization problems. Specifically, the algorithm that we investigate incorporates a specially designed nonsmooth (generalized) Newton step to furnish a second-order update rule for the multipliers. We first show in a unified fashion that under a few abstract assumptions, the proposed method is locally convergent and possesses a (nonasymptotic) superlinear convergence rate, even though the penalty parameter is fixed and/or the strict complementarity fails. Subsequently, we demonstrate that for the three typical scenarios, i.e., the classic nonlinear programming, the nonlinear second-order cone programming and the nonlinear semidefinite programming, these abstract assumptions are nothing but exactly the implications of the iconic sufficient conditions that are assumed for establishing the Q-linear convergence rates of the method of multipliers without assuming the strict complementarity.

Keyword:

second-order method of multipliers semidefinite programming augmented Lagrangian method convergence rate second-order cone programming generalized Newton method

Author Community:

  • [ 1 ] [Chen, Liang]Hunan Univ, Sch Math, Changsha 410082, Peoples R China
  • [ 2 ] [Zhu, Junyuan]Hunan Univ, Sch Math, Changsha 410082, Peoples R China
  • [ 3 ] [Chen, Liang]Hunan Prov Key Lab Intelligent Informat Proc & Ap, Changsha 410082, Peoples R China
  • [ 4 ] [Zhao, Xinyuan]Beijing Univ Technol, Sch Math, Beijing 100124, Peoples R China

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Source :

SCIENCE CHINA-MATHEMATICS

ISSN: 1674-7283

Year: 2022

Issue: 11

Volume: 65

Page: 2397-2422

1 . 4

JCR@2022

1 . 4 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:20

JCR Journal Grade:1

CAS Journal Grade:1

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 8

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