Email this article Primal Newton Method for the Linear Cone Programming Problem
- Authors: Zhadan V.G.1
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Affiliations:
- Dorodnitsyn Computing Center
- Issue: Vol 58, No 2 (2018)
- Pages: 207-214
- Section: Article
- URL: https://journals.rcsi.science/0965-5425/article/view/180018
- DOI: https://doi.org/10.1134/S0965542518020173
- ID: 180018
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Abstract
A linear cone programming problem containing among the constraints a second-order cone is considered. For solving this problem, a primal Newton method which is constructed with the help of the optimality conditions is proposed. Local convergence of this method is proven.
About the authors
V. G. Zhadan
Dorodnitsyn Computing Center
Author for correspondence.
Email: zhadan@ccas.ru
Russian Federation, Moscow, 119333
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