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Seminar第1665期 Quadratic convergence to the optimal solution of second¬ order conic optimization

创建日期 2018/6/12 福平   浏览次数  136 返回    
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报告主题:Quadratic convergence to the optimal solution of second order conic optimization
报告人:Tamás Terlaky 教授 (Lehigh University, USA)
报告时间:2018年6月14日(周四)14:00
报告地点:校本部G507
邀请人:白延琴教授

报告摘要:In this paper, we establish the quadratic convergence of Newton's method to the unique maximally complementary optimal solution of second-order conic optimization, when strict complementarity fails. Only very few approaches have been proposed to remedy the failure of strict complementarity, mostly based on nonsmooth analysis of the optimality conditions. Our local convergence result depends on the optimal partition of the problem, which can be identifi ed from a bounded sequence of interior solutions. We provide a theoretical complexity bound for identifying the quadratic convergence region of Newton's method from the trajectory of central solutions.


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