Name
Title | ||
|---|---|---|
A Non-interior Point Continuation Algorithm Based on Orthogonal Projection for Second-Order Cone Programming |
Abstract | ||
|---|---|---|
Based on orthogonal projection, a non-interior point continuation algorithm for second-order cone programming problems is proposed and analyzed. The main idea of the method is that we reformulate the complementary condition in the optimality conditions as a projection equation. Using this reformulation, we only need to solve a system of linear equations, compute two simple projections and perform one line search at each iteration. The algorithm can start from an arbitrary initial point, and doesn't need that A has full row rank. The method is globally convergent under mild conditions. Preliminary numerical results demonstrate the effectiveness of the algorithm. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.1109/ICNC.2009.168 | ICNC (3) |
Keywords | Field | DocType |
second-order cone programming,orthogonal projection,global convergence,non-interior point continuation algorithm,full row rank,linear equations,convex programming,projection equation,line search,main idea,complementary condition,simple projection,noninterior point continuation algorithm,second-order cone programming problems,linear equation,arbitrary initial point,programming,data mining,convergence,second order cone programming,interior point,system on a chip | Second-order cone programming,Projection (mathematics),Linear equation,Mathematical optimization,System of linear equations,Orthographic projection,Computer science,Continuation,Algorithm,Line search,Interior point method | Conference |
Volume | ISBN | Citations |
3 | 978-0-7695-3736-8 | 0 |
PageRank | References | Authors |
0.34 | 5 | 4 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Liang Fang | 1 | 0 | 0.34 |
| Yunhong Hu | 2 | 5 | 1.11 |
| Zengzhe Feng | 3 | 0 | 1.35 |
| Guoping He | 4 | 91 | 13.59 |