VU-Decomposition Method for a Second-Order Cone Programming Problem

LU Yuan; PANG Li-ping; XIA Zun-quan

doi:10.3879/j.issn.1000-0887.2010.02.014

Volume 31 Issue 2

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LU Yuan, PANG Li-ping, XIA Zun-quan. VU-Decomposition Method for a Second-Order Cone Programming Problem[J]. Applied Mathematics and Mechanics, 2010, 31(2): 245-252. doi: 10.3879/j.issn.1000-0887.2010.02.014

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VU-Decomposition Method for a Second-Order Cone Programming Problem

doi: 10.3879/j.issn.1000-0887.2010.02.014

School of Mathematical Sciences, Dalian University of Technology, Dalian, Liaoning 116024, P. R. China

Received Date: 1900-01-01
Rev Recd Date: 2009-12-25
Publish Date: 2010-02-15

Abstract

Abstract

A VU-decomposition method for solving a second-order coneproblem was presented.First of all,this problem was trans formed into a nonlinear programming problem.Then the structure of Clarke subdifferen tial corresponding to penalty function and some results of its VU-decomposition were given.Under certain condition,a twice continuously differen tiable trajectory could be computed for yielding a second-order expansion of the objective functionf.A conceptual algorithm for solving this problem with a superlinear convergence rate was given.
- second-order cone programming,
- nonsmooth optimization,
- VU-decomposition,
- U-L agrangian

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References

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