A homotopy method for nonlinear second-order cone programming (Q2256956)
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| Language | Label | Description | Also known as |
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| English | A homotopy method for nonlinear second-order cone programming |
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A homotopy method for nonlinear second-order cone programming (English)
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23 February 2015
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The authors present a homotopy method for nonlinear second-order cone programming. Under some suitable assumptions, the existence and the global convergence of a Karush-Kuhn-Tucker point of a smooth curve with probability one is established. Some preliminary numerical results are reported to show that the proposed homotopy algorithm is feasible and efficient.
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homotopy method
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predictor-corrector procedure
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global convergence
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nonlinear second-order cone programming
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numerical result
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algorithm
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