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求解二阶锥规划问题的VU分解方法

陆媛 庞丽萍 夏尊铨

陆媛, 庞丽萍, 夏尊铨. 求解二阶锥规划问题的VU分解方法[J]. 应用数学和力学, 2010, 31(2): 245-252. doi: 10.3879/j.issn.1000-0887.2010.02.014
引用本文: 陆媛, 庞丽萍, 夏尊铨. 求解二阶锥规划问题的VU分解方法[J]. 应用数学和力学, 2010, 31(2): 245-252. doi: 10.3879/j.issn.1000-0887.2010.02.014
LU Yuan, PANG Li-ping, XIA Zun-quan. VU-Decomposition Method for a Second-Order Cone Programming Problem[J]. Applied Mathematics and Mechanics, 2010, 31(2): 245-252. doi: 10.3879/j.issn.1000-0887.2010.02.014
Citation: LU Yuan, PANG Li-ping, XIA Zun-quan. VU-Decomposition Method for a Second-Order Cone Programming Problem[J]. Applied Mathematics and Mechanics, 2010, 31(2): 245-252. doi: 10.3879/j.issn.1000-0887.2010.02.014

求解二阶锥规划问题的VU分解方法

doi: 10.3879/j.issn.1000-0887.2010.02.014
基金项目: 国家自然科学基金资助项目(10771026)
详细信息
    作者简介:

    陆媛(1981- ),女,沈阳人,博士(E-maill:uyuan626@yahoo.com.cn);庞丽萍(1968- ),女,辽宁大连人,博士,副教授(联系人.E-maill:ppang@dlu.tedu.cn).

  • 中图分类号: O221.2;O224

VU-Decomposition Method for a Second-Order Cone Programming Problem

  • 摘要: 给出解决二阶锥规划(SOCP)问题的VU-分解方法.问题首先被转化为非线性规划,并给出相应的精确罚函数的Clarke次微分结构及VU-空间分解.在某种条件下,可以计算出一个二阶连续可微的轨道,进而得到目标函数f在其上的二阶展开.最后给出一个具有超线性收敛速度的概念型算法.
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出版历程
  • 收稿日期:  1900-01-01
  • 修回日期:  2009-12-25
  • 刊出日期:  2010-02-15

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