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.
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Dedicated to the 100th birthday of Academician N.N. Moiseev
Original Russian Text © V.G. Zhadan, 2018, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2018, Vol. 58, No. 2, pp. 220–227.
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Zhadan, V.G. Primal Newton Method for the Linear Cone Programming Problem. Comput. Math. and Math. Phys. 58, 207–214 (2018). https://doi.org/10.1134/S0965542518020173
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DOI: https://doi.org/10.1134/S0965542518020173