Convergence Analysis of the Augmented Lagrangian Method for Nonlinear Second-Order Cone Optimization Problems
نویسندگان
چکیده
The paper focuses on the convergence rate of the augmented Lagrangian method for nonlinear second-order cone optimization problems. Under a set of assumptions of sufficient conditions, including the componentwise strict complementarity condition, the constraint nondegeneracy condition and the second order sufficient condition, we first study some properties of the augmented Lagrangian and then show that the rate of local convergence of the augmented Lagrangian method is proportional to 1/τ , where the penalty parameter τ is not less than a threshold τ̂ > 0.
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