A vu-decomposition method for a second-order cone programming problem

A vu-decomposition method for solving a second-order cone problem is presented in this paper. It is first transformed into a nonlinear programming problem. Then, the structure of the Clarke subdifferential corresponding to the penalty function and some results of itsvu-decomposition are given. Under...

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Bibliographic Details
Published in:Applied mathematics and mechanics Vol. 31; no. 2; pp. 263 - 270
Main Author: 陆媛 庞丽萍 夏尊铨
Format: Journal Article
Language:English
Published: Heidelberg Shanghai University Press 01.02.2010
School of Mathematical Sciences,Dalian University of Technology,Dalian 116024,P.R.China
Subjects:
Applications of Mathematics
Classical Mechanics
Fluid- and Aerodynamics
Mathematical Modeling and Industrial Mathematics
Mathematics
Mathematics and Statistics
Partial Differential Equations
分解方法
命令扩展
概念性算法
结构分解
统计数字
超线性收敛速度
非线性规划问题
second-order cone programming
O221.2
O224
Lagrangian
90C30
49J52
49M39
decomposition
nonsmooth optimization
VU-decomposition
U-Lagrangian
ISSN:0253-4827, 1573-2754
Online Access:Get full text
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Summary:A vu-decomposition method for solving a second-order cone problem is presented in this paper. It is first transformed into a nonlinear programming problem. Then, the structure of the Clarke subdifferential corresponding to the penalty function and some results of itsvu-decomposition are given. Under a certain condition, a twice continuously differentiable trajectory is computed to produce a second-order expansion of the objective function. A conceptual algorithm for solving this problem with a superlinear convergence rate is given.
Bibliography:O221.2
31-1650/O1
second-order cone programming, nonsmooth optimization,vu-Lagrangian,vu-decomposition
O221
ISSN:0253-4827
1573-2754
DOI:10.1007/s10483-010-0214-6