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A class of nonlinear Lagrangians for nonconvex second order cone programming

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  • Liwei Zhang

  • Jian Gu
  • Xiantao Xiao

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  • Liwei Zhang & Jian Gu & Xiantao Xiao, 2011. "A class of nonlinear Lagrangians for nonconvex second order cone programming," Computational Optimization and Applications, Springer, vol. 49(1), pages 61-99, May.
    • Handle: RePEc:spr:coopap:v:49:y:2011:i:1:p:61-99
    DOI: 10.1007/s10589-009-9279-9
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    References listed on IDEAS

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    1. A. Auslender & R. Cominetti & M. Haddou, 1997. "Asymptotic Analysis for Penalty and Barrier Methods in Convex and Linear Programming," Mathematics of Operations Research, INFORMS, vol. 22(1), pages 43-62, February.
    2. Defeng Sun & Jie Sun, 2008. "Löwner's Operator and Spectral Functions in Euclidean Jordan Algebras," Mathematics of Operations Research, INFORMS, vol. 33(2), pages 421-445, May.
    3. R. Polyak & I. Griva, 2004. "Primal-Dual Nonlinear Rescaling Method for Convex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 122(1), pages 111-156, July.
    4. J. Sun & L. W. Zhang & Y. Wu, 2006. "Properties of the Augmented Lagrangian in Nonlinear Semidefinite Optimization," Journal of Optimization Theory and Applications, Springer, vol. 129(3), pages 437-456, June.
    5. Roman Polyak, 2001. "Log-Sigmoid Multipliers Method in Constrained Optimization," Annals of Operations Research, Springer, vol. 101(1), pages 427-460, January.
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    Cited by:

    1. M. V. Dolgopolik, 2018. "Augmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty property," Journal of Global Optimization, Springer, vol. 71(2), pages 237-296, June.
    2. Jinchuan Zhou & Jein-Shan Chen, 2015. "On the existence of saddle points for nonlinear second-order cone programming problems," Journal of Global Optimization, Springer, vol. 62(3), pages 459-480, July.
    3. M.V. Dolgopolik, 2025. "Convergence analysis of primal-dual augmented Lagrangian methods and duality theory," Journal of Global Optimization, Springer, vol. 93(2), pages 359-411, October.

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