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A quadratically convergent sequential programming method for second-order cone programs capable of warm starts - MaRDI portal

A quadratically convergent sequential programming method for second-order cone programs capable of warm starts

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Publication:6601204

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DOI10.1137/22m1507681MaRDI QIDQ6601204

Andreas Wächter, Xinyi Luo

Publication date: 10 September 2024

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

sequential quadratic programming nonlinear optimization second-order cone programming

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15) Methods of successive quadratic programming type (90C55)

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