| 求解二阶锥规划问题的VU分解方法 |
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| 引用本文： | 陆媛,庞丽萍,夏尊铨. 求解二阶锥规划问题的VU分解方法[J]. 应用数学和力学, 2010, 31(2): 245-252. DOI: 10.3879/j.issn.1000-0887.2010.02.014 |
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| 作者姓名： | 陆媛 庞丽萍 夏尊铨 |
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| 作者单位： | 大连理工大学 数学科学学院,辽宁 大连 116024 |
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| 摘 要： | 给出解决二阶锥规划(SOCP)问题的VU-分解方法.问题首先被转化为非线性规划,并给出相应的精确罚函数的Clarke次微分结构及VU-空间分解．在某种条件下,可以计算出一个二阶连续可微的轨道,进而得到目标函数f在其上的二阶展开．最后给出一个具有超线性收敛速度的概念型算法．
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| 关 键 词： | 二阶锥规划 非光滑优化 VU-分解 U-Lagrange函数 |
| 收稿时间： | 1900-01-01 |
VU-Decomposition Method for a Second-Order Cone Programming Problem |
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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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| Authors: | LU Yuan PANG Li-ping XIA Zun-quan |
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| Affiliation: | School of Mathematical Sciences, Dalian University of Technology, Dalian, Liaoning 116024, P. R. China |
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| Abstract: | A VU-decomposition method for solving a second-order cone problem was presented. First of all,this problem was transformed into a nonlinear programming problem.Then the structure of Clarke subdifferential corresponding to penalty function and some results of its VU-decomposition were given.Under certain condition, a twice continuously differentiable trajectory could be computed for yielding a second-order expansion of the objective function f.A conceptual algorithm for solving this problem with a superlinea... |
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| Keywords: | second-order cone programming nonsmooth optimization v u-decomposition u-Lagrangian |
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