An alternating direction method for convex quadratic second-order cone programming with bounded constraints
type: Item
instance of: scholarly article
title: An alternating direction method for convex quadratic second-order cone programming with bounded constraints
zbMATH Open document ID: 1394.90453
DOI: 10.1155/2015/379734
author: Xuewen Mu
author: Ya-Ling Zhang
published in: Mathematical Problems in Engineering
publication date: 2018-08-27T00:00:00Z
review text: Summary: An alternating direction method is proposed for convex quadratic second-order cone programming problems with bounded constraints. In the algorithm, the primal problem is equivalent to a separate structure convex quadratic programming over second-order cones and a bounded set. At each iteration, we only need to compute the metric projection onto the second-order cones and the projection onto the bound set. The result of convergence is given. Numerical results demonstrate that our method is efficient for the convex quadratic second-order cone programming problems with bounded constraints.
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 90C25
zbMATH DE Number: 6926208
Wikidata QID: Q59118236
describes a project that uses: SeDuMi
describes a project that uses: RecPF
describes a project that uses: FTVd
describes a project that uses: SDPT3
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2015/379734
OpenAlex ID: W1988913454
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description: scientific article; zbMATH DE number 6926208