DIFFERENTIABLE EXACT PENALTY FUNCTIONS FOR NONLINEAR SECOND-ORDER CONE PROGRAMS

dc.creatorFukuda, EH
dc.creatorSilva, PJS
dc.creatorFukushima, M
dc.date2012
dc.date2014-07-30T14:43:31Z
dc.date2015-11-26T16:29:15Z
dc.date2014-07-30T14:43:31Z
dc.date2015-11-26T16:29:15Z
dc.date.accessioned2018-03-28T23:10:20Z
dc.date.available2018-03-28T23:10:20Z
dc.identifierSiam Journal On Optimization. Siam Publications, v. 22, n. 4, n. 1607, n. 1633, 2012.
dc.identifier1052-6234
dc.identifierWOS:000312734300017
dc.identifier10.1137/110852401
dc.identifierhttp://www.repositorio.unicamp.br/jspui/handle/REPOSIP/61782
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/61782
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1269686
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionWe propose a method for solving nonlinear second-order cone programs (SOCPs), based on a continuously differentiable exact penalty function. The construction of the penalty function is given by incorporating a multipliers estimate in the augmented Lagrangian for SOCPs. Under the nondegeneracy assumption and the strong second-order sufficient condition, we show that a generalized Newton method has global and superlinear convergence. We also present some preliminary numerical experiments.
dc.description22
dc.description4
dc.description1607
dc.description1633
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionJapan Society for the Promotion of Science
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFAPESP [2010/20572-0, 2011/23638-5]
dc.descriptionCNPq [PRONEX-CNPq/FAPERJ E-26/171.510/2006-APQ1]
dc.descriptionCNPq [305740/2010-5]
dc.languageen
dc.publisherSiam Publications
dc.publisherPhiladelphia
dc.publisherEUA
dc.relationSiam Journal On Optimization
dc.relationSIAM J. Optim.
dc.rightsaberto
dc.sourceWeb of Science
dc.subjectnonlinear second-order cone program
dc.subjectexact penalty function
dc.subjectsemi-smooth reformulation
dc.subjectgeneralized Newton method
dc.subjectAugmented Lagrangian Method
dc.subjectOptimization Problems
dc.subjectComplementarity-problems
dc.subjectNewton Method
dc.subjectConvergence Analysis
dc.subjectSemidefinite
dc.subjectConstraints
dc.subjectAlgorithm
dc.subjectDuality
dc.titleDIFFERENTIABLE EXACT PENALTY FUNCTIONS FOR NONLINEAR SECOND-ORDER CONE PROGRAMS
dc.typeArtículos de revistas


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