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2007
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OL 2007
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An SQP-type algorithm for nonlinear second-order cone programs
13 years 11 months ago
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www.amp.i.kyoto-u.ac.jp
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
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