A VU-decomposition method for a second-order cone programming problem-中国期刊网

摘要 AVU-decompositionmethodforsolvingasecond-orderconeproblemispresentedinthispaper.Itisfirsttransformedintoanonlinearprogrammingproblem.Then,thestructureoftheClarkesubdifferentialcorrespondingtothepenaltyfunctionandsomeresultsofitsVU-decompositionaregiven.Underacertaincondition,atwicecontinuouslydifferentiabletrajectoryiscomputedtoproduceasecond-orderexpansionoftheobjectivefunction.Aconceptualalgorithmforsolvingthisproblemwithasuperlinearconvergencerateisgiven.

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

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

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