Primal Newton Method for the Linear Cone Programming Problem


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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.

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V. Zhadan

Dorodnitsyn Computing Center

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Email: zhadan@ccas.ru
俄罗斯联邦, Moscow, 119333

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