SEMISMOOTH METHODS FOR LINEAR AND NONLINEAR SECOND-ORDER CONE PROGRAMS
作者： Masao Fukushima , Christian Kanzow
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摘要: The optimality conditions of a nonlinear second-order cone program can be reformulated as nonsmooth system equations using projection mapping. This allows the application Newton methods for solution program. Conditions local quadratic convergence these are investigated. Related also given special case linear An interesting and important feature is that they do not require strict complementarity solution.
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