Primal Newton Method for the Linear Cone Programming Problem

  • V. G. Zhadan


A linear cone programming problem containing among the constraints a second-order cone is considered. For solving this problem, a primal Newton method which is constructed with the help of the optimality conditions is proposed. Local convergence of this method is proven.


linear cone programming problem second-order cone primal Newton method 


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© Pleiades Publishing, Ltd. 2018

Authors and Affiliations

  1. 1.Dorodnitsyn Computing CenterFRC “Computer Science and Control” of RASMoscowRussia

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