Far East Journal of Applied Mathematics

The Far East Journal of Applied Mathematics publishes original research papers and survey articles in applied mathematics, covering topics such as nonlinear dynamics, approximation theory, and mathematical modeling. It encourages papers focusing on algorithm development.

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THE KL EXPONENT FOR THE AUGMENTED LAGRANGIAN FUNCTION OF SECOND-ORDER CONE PROGRAMMING WITH LINEAR CONSTRAINTS

http://dx.doi.org/10.17654/0972096023002

Authors

  • Yi Zhang
  • Mengqi Mao

Keywords:

second-order cone programming, the augmented Lagrangian function, KL property, KL exponent

Abstract

This paper focuses on a class of second-order cone programming problems with linear constraints. Based on the indicator function on second-order cones, we reformulate the second-order cone program as an optimization problem with a nonsmooth objective function and linear constraints. We establish the KL property for the augmented Lagrangian functions of the reformulated problem and deduce the KL exponent is at the critical point under the strict constraint qualification and second-order sufficient condition.

Received: November 8, 2022; Accepted: December 27, 2022; Published: January 12, 2023

References

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Published

2023-01-12

Issue

Vol. 116 No. 1 (2023)

Section

Articles

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Copyright (c) 2023 Far East Journal of Applied Mathematics

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How to Cite

THE KL EXPONENT FOR THE AUGMENTED LAGRANGIAN FUNCTION OF SECOND-ORDER CONE PROGRAMMING WITH LINEAR CONSTRAINTS: http://dx.doi.org/10.17654/0972096023002. (2023). Far East Journal of Applied Mathematics, 116(1), 35-45. https://pphmjopenaccess.com/fejam/article/view/113

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