Abstract

The linear second-order cone programming problem is considered. For its solution the dual multiplicative barrier methods are proposed. The methods are generalizations on the cone programming the corresponding methods for linear programming. They belong to the class of dual affine-scaling methods and can be treated as a special way for solving the optimality conditions for primal and dual problems. The local convergence of the methods with linear rate is proved.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.