A <Emphasis Type="Italic">VU</Emphasis>-decomposition method for a second-order cone programming problem |
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Authors: | Yuan Lu Li-ping Pang Zun-quan Xia |
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Institution: | School of Mathematical Sciences,Dalian University of Technology,Dalian 116024,P.R.China |
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Abstract: | 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 its VU-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 ... |
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Keywords: | second-order cone programming nonsmooth optimization U-Lagrangian VU-decomposition |
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