求解非线性二阶锥规划的Carroll函数方法的收敛性分析

his paper focuses on the study of the rate of convergence for thenonlinear Lagrangian method based on Carroll function for nonconvexnonlinear second-order cone programming. A set of conditions,including the componentwise strict complementarity condition, theconstraint nondegeneracy condition and the second order sufficientcondition, are used to guarantee the convergence of the nonlinearLagrangian method. The convergence theorem shows that under aboveconditions the dual algorithm based on Carroll function is locallyconvergent when the penalty parameter is less than a threshold andthe error bound of solution is proportional to the penaltyparameter.