Optimality Conditions for Problems over Symmetric Cones and a Simple Augmented Lagrangian Method
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Publication:5219696
DOI10.1287/moor.2017.0901OpenAlexW2963103593MaRDI QIDQ5219696
Bruno F. Lourenço, Masao Fukushima, Ellen H. Fukuda
Publication date: 12 March 2020
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.05298
Nonlinear programming (90C30) Numerical methods involving duality (49M29) Optimality conditions and duality in mathematical programming (90C46)
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Optimality conditions for nonlinear second-order cone programming and symmetric cone programming, Amenable cones: error bounds without constraint qualifications, On the use of Jordan algebras for improving global convergence of an augmented Lagrangian method in nonlinear semidefinite programming
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