Primal Newton Method for the Linear Cone Programming Problem
- 2 Downloads
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.
Keywordslinear cone programming problem second-order cone primal Newton method
Unable to display preview. Download preview PDF.
- 2.N. N. Moiseev, Yu. P. Ivanilov, and E. M. Stolyarova, Optimization Methods (Nauka, Moscow, 1978) [in Russian].Google Scholar
- 3.N. N. Moiseev, Selected Works, Vol. 1: Fluid Dynamics and Mechanics: Optimization, Operations Research, and Control Theory (Taideks Ko, Moscow, 2003) [in Russian].Google Scholar
- 4.Handbook of Semidefinite, Cone, and Polynomial Optimization: Theory, Algorithms, Software, and Applications, Ed. by M. F. Anjos and J. B. Lasserre (Springer, New York, 2011).Google Scholar
- 11.V. G. Zhadan, “Primal Newton method for linear semidefinite programming problems,” Tr. Inst. Mat. Mekh. Ural. Otd. Ross. Akad. Nauk 14 (2), 67–80 (2008).Google Scholar