摘要
基于与不等式约束优化问题的一个势函数相应的L?wner算子,建立了一个求解非线性二阶锥优化问题的增广Lagrange算法.分析了L?wner算子及相应增广Lagrange函数的微分性质,并在一些适当的假设条件下详细证明了增广Lagrange算法的收敛速度.
This paper proposes a nonlinear Lagrangian based on a L?wner operator associated with a potential function of the optimization problems with inequality constrains for solving nonlinear second-order cone programming problem.The properties of the operator and the nonlinear Lagrangian are discussed.And the paper analyzes the rate of convergence of the nonlinear Lagrange method under a set of suitable conditions.
作者
郭瑾
贺素香
GUO Jin;HE Suxiang(Department of Mathematics,School of Science,Wuhan University of Technology,Wuhan,Hubei,430070,P.R.China)
出处
《数学进展》
CSCD
北大核心
2019年第6期739-756,共18页
Advances in Mathematics(China)
基金
中央高校基本科研业务费资助(No.2018IB016)