An interior-point trust-region algorithm for general symmetric cone programming

doi:10.1137/040611756

	An interior-point trust-region algorithm for general symmetric cone programming
	Lu, Ye ; Yuan, Ya-Xiang
	2007
发表期刊	SIAM JOURNAL ON OPTIMIZATION
ISSN	1052-6234
卷号	18 期号:1 页码:65-86
摘要	An interior-point trust-region algorithm is proposed for minimizing a general (non-convex) quadratic objective function in the intersection of a symmetric cone and an affine subspace. The algorithm uses a trust-region model to ensure descent on a suitable merit function. Global first-order and second-order convergence results are proved. Numerical results are presented.
关键词	interior point algorithm trust-region subproblem symmetric cone
DOI	10.1137/040611756
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000246295000004
出版者	SIAM PUBLICATIONS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/4755
专题	计算数学与科学工程计算研究所
通讯作者	Lu, Ye
作者单位	1.MIT, Ctr Operat Res, Cambridge, MA 02139 USA 2.Univ Notre Dame, Dept Math, Notre Dame, IN 46556 USA 3.Chinese Acad Sci, LSEC, ICMSEC, AMSS, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Lu, Ye,Yuan, Ya-Xiang. An interior-point trust-region algorithm for general symmetric cone programming[J]. SIAM JOURNAL ON OPTIMIZATION,2007,18(1):65-86.
APA	Lu, Ye,&Yuan, Ya-Xiang.(2007).An interior-point trust-region algorithm for general symmetric cone programming.SIAM JOURNAL ON OPTIMIZATION,18(1),65-86.
MLA	Lu, Ye,et al."An interior-point trust-region algorithm for general symmetric cone programming".SIAM JOURNAL ON OPTIMIZATION 18.1(2007):65-86.