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An inexact spectral bundle method and error bounds for convex quadratic symmetric cone programming.

หน่วยงาน Nanyang Technological University, Singapore

รายละเอียด

ชื่อเรื่อง : An inexact spectral bundle method and error bounds for convex quadratic symmetric cone programming.
นักวิจัย : Lin, Hui Ling.
คำค้น : DRNTU::Science::Mathematics::Applied mathematics::Operational research.
หน่วยงาน : Nanyang Technological University, Singapore
ผู้ร่วมงาน : -
ปีพิมพ์ : 2555
อ้างอิง : Lin, Hui Ling. (2012). An inexact spectral bundle method and error bounds for convex quadratic symmetric cone programming. Doctoral thesis, Nanyang Technological University, Singapore. , http://hdl.handle.net/10356/48908
ที่มา : -
ความเชี่ยวชาญ : -
ความสัมพันธ์ : -
ขอบเขตของเนื้อหา : -
บทคัดย่อ/คำอธิบาย :

We present an inexact spectral bundle method for solving convex quadratic symmetric cone programming (CQSCP). This method is a first-order method, hence requires much less computational cost in each iteration than second-order approaches such as interior-point methods. In each iteration of our method, we compute a largest eigenvalue inexactly, and solve a small convex quadratic symmetric cone program as a subproblem. We give a proof of the global convergence of this method using techniques from the analysis of the standard bundle method, and investigate Lipschitzian error bounds for the CQSCP problem under some mild assumptions. Finally, we describe an application of our proposed algorithm to convex quadratic semidefinite programming problems. Numerical experiments with matrices of order up to 2000 are performed, and the computational results establish the effectiveness of this method.

บรรณานุกรม :
Lin, Hui Ling. . (2555). An inexact spectral bundle method and error bounds for convex quadratic symmetric cone programming..
    กรุงเทพมหานคร : Nanyang Technological University, Singapore.
Lin, Hui Ling. . 2555. "An inexact spectral bundle method and error bounds for convex quadratic symmetric cone programming.".
    กรุงเทพมหานคร : Nanyang Technological University, Singapore.
Lin, Hui Ling. . "An inexact spectral bundle method and error bounds for convex quadratic symmetric cone programming.."
    กรุงเทพมหานคร : Nanyang Technological University, Singapore, 2555. Print.
Lin, Hui Ling. . An inexact spectral bundle method and error bounds for convex quadratic symmetric cone programming.. กรุงเทพมหานคร : Nanyang Technological University, Singapore; 2555.