Sciweavers

OL
2007
133views more  OL 2007»
13 years 4 months ago
An SQP-type algorithm for nonlinear second-order cone programs
We propose an SQP-type algorithm for solving nonlinear second-order cone programming (NSOCP) problems. At every iteration, the algorithm solves a convex SOCP subproblem in which th...
Hirokazu Kato, Masao Fukushima