An Inexact Augmented Lagrangian Method for Second-Order Cone Programming with Applications
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Publication:5003212
DOI10.1137/20M1374262zbMath1472.90084arXiv2010.08772MaRDI QIDQ5003212
Defeng Sun, Ling Liang, Kim-Chuan Toh
Publication date: 20 July 2021
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.08772
augmented Lagrangian methodsecond-order cone programmingtrust-region subproblemquadratic growth conditionminimal enclosing ball problemsquare-root Lasso problem
Semidefinite programming (90C22) Convex programming (90C25) Large-scale problems in mathematical programming (90C06)
Uses Software
Cites Work
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