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

• 作 者: 陆媛 庞丽萍 夏尊铨
• 机 构: SchoolofMathematicalSciences
• 出 处: 应用数学和力学：英文版
• 发表日期: 2010年2期
• 关键词: 非线性规划问题 分解方法 二阶 超线性收敛速度 概念性算法 统计数字 结构分解 命令扩展 second-order cone programming nons
• 基金项目: Project supported by the National Natural Science Foundation of China （No. 10771026） and the Foundation of Dalian University of Technology （Nos. MXDUT73008 and MXDUT98009）

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 re