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

• 主要作者: Lin, Hui Ling
• 其他作者: Chua Chek Beng
• 格式: Theses and Dissertations
• 語言: English
• 出版: 2012
• 主題: DRNTU::Science::Mathematics::Applied mathematics::Operational research
• 在線閱讀: https://hdl.handle.net/10356/48908

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...