A primal-dual interior point method for nonlinear optimization over second-order cones
نویسندگان
چکیده
In this paper, we are concerned with nonlinear minimization problems with second order cone constraints. A primal-dual interior point method is proposed for solving the problems. We also propose a new primal-dual merit function by combining the barrier penalty function and the potential function within the framework of the line search strategy, and show the global convergence property of our method.
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عنوان ژورنال:
- Optimization Methods and Software
دوره 24 شماره
صفحات -
تاریخ انتشار 2009