Corpus ID: 218571421

Augmented Lagrangian Method for Second-Order Cone Programs under Second-Order Sufficiency

@article{Hang2020AugmentedLM,
  title={Augmented Lagrangian Method for Second-Order Cone Programs under Second-Order Sufficiency},
  author={N. Hang and B. Mordukhovich and M. Sarabi},
  journal={ArXiv},
  year={2020},
  volume={abs/2005.04182}
}
This paper addresses problems of second-order cone programming important in optimization theory and applications. The main attention is paid to the augmented Lagrangian method (ALM) for such problems considered in both exact and inexact forms. Using generalized differential tools of second-order variational analysis, we formulate the corresponding version of second-order sufficiency and use it to establish, among other results, the uniform second-order growth condition for the augmented… Expand
6 Citations

References

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Variational Analysis of Composite Models with Applications to Continuous Optimization
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