The Use of Squared Slack Variables in Nonlinear Second-Order Cone Programming
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DOI: 10.1007/s10957-016-0904-3
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- Y. J. Liu & L. W. Zhang, 2008. "Convergence of the Augmented Lagrangian Method for Nonlinear Optimization Problems over Second-Order Cones," Journal of Optimization Theory and Applications, Springer, vol. 139(3), pages 557-575, December.
- Robert Fourer & David M. Gay & Brian W. Kernighan, 1990. "A Modeling Language for Mathematical Programming," Management Science, INFORMS, vol. 36(5), pages 519-554, May.
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- Bruno F. Lourenço & Ellen H. Fukuda & Masao Fukushima, 2018. "Optimality Conditions for Problems over Symmetric Cones and a Simple Augmented Lagrangian Method," Mathematics of Operations Research, INFORMS, vol. 43(4), pages 1233-1251, November.
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Keywords
Karush–Kuhn–Tucker conditions; Nonlinear second-order cone programming; Second-order sufficient condition; Slack variables;All these keywords.
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