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

• المؤلف الرئيسي: Lin, Hui Ling
• مؤلفون آخرون: Chua Chek Beng
• التنسيق: Theses and Dissertations
• اللغة: English
• منشور في: 2012
• الموضوعات: DRNTU::Science::Mathematics::Applied mathematics::Operational research
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/48908
• المؤسسة: 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...