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Primal Newton Method for the Linear Cone Programming Problem

  • V. G. Zhadan
Article
  • 16 Downloads

Abstract

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.

Keywords

linear cone programming problem second-order cone primal Newton method 

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Copyright information

© Pleiades Publishing, Ltd. 2018

Authors and Affiliations

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

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