论文标题
在二阶足够的下进行二阶锥体程序的增强拉格朗日方法
Augmented Lagrangian Method for Second-Order Cone Programs under Second-Order Sufficiency
论文作者
论文摘要
本文解决了在优化理论和应用中重要的二阶编程问题。主要关注增强的拉格朗日方法（ALM），以确切和不精确形式考虑的此类问题。使用二阶变变分析的广义差分工具，我们制定了相应的二阶足够版本，并使用它来确定增强lagrangian的统一二阶生长条件。后者使我们能够证明ALM中子问题的可溶性合理性，并证明该方法的线性二重收敛性。
This paper addresses problems of second-order cone programming important in optimization theory and applications. The main attention is paid to the augmented Lagrangian method (ALM) for such problems considered in both exact and inexact forms. Using generalized differential tools of second-order variational analysis, we formulate the corresponding version of second-order sufficiency and use it to establish, among other results, the uniform second-order growth condition for the augmented Lagrangian. The latter allows us to justify the solvability of subproblems in the ALM and to prove the linear primal-dual convergence of this method.
