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

• Main Author: Lin, Hui Ling
• Other Authors: Chua Chek Beng
• Format: Theses and Dissertations
• Language: English
• Published: 2012
• Subjects: DRNTU::Science::Mathematics::Applied mathematics::Operational research
• Online Access: https://hdl.handle.net/10356/48908
• Institution: Nanyang Technological University

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...