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.
Citation
Mathematical Systems Inc. 2-4-3,Shinjuku, Shinjuku-ku, Tokyo, Japan April/2005
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View A primal-dual interior point method for nonlinear optimization over second order cones