An interior-point trust-region algorithm for general symmetric cone programming
文献类型：期刊论文
| 作者 | Lu, Ye; Yuan, Ya-Xiang
|
| 刊名 | SIAM JOURNAL ON OPTIMIZATION
 |
| 出版日期 | 2007 |
| 卷号 | 18期号:1页码:65-86 |
| 关键词 | interior point algorithm trust-region subproblem symmetric cone |
| ISSN号 | 1052-6234 |
| DOI | 10.1137/040611756 |
| 英文摘要 | An interior-point trust-region algorithm is proposed for minimizing a general (non-convex) quadratic objective function in the intersection of a symmetric cone and an affine subspace. The algorithm uses a trust-region model to ensure descent on a suitable merit function. Global first-order and second-order convergence results are proved. Numerical results are presented. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000246295000004 |
| 出版者 | SIAM PUBLICATIONS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/4754]  |
| 专题 | 计算数学与科学工程计算研究所 |
| 通讯作者 | Lu, Ye |
| 作者单位 | 1.MIT, Ctr Operat Res, Cambridge, MA 02139 USA 2.Univ Notre Dame, Dept Math, Notre Dame, IN 46556 USA 3.Chinese Acad Sci, LSEC, ICMSEC, AMSS, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Lu, Ye,Yuan, Ya-Xiang. An interior-point trust-region algorithm for general symmetric cone programming[J]. SIAM JOURNAL ON OPTIMIZATION,2007,18(1):65-86. |
| APA | Lu, Ye,&Yuan, Ya-Xiang.(2007).An interior-point trust-region algorithm for general symmetric cone programming.SIAM JOURNAL ON OPTIMIZATION,18(1),65-86. |
| MLA | Lu, Ye,et al."An interior-point trust-region algorithm for general symmetric cone programming".SIAM JOURNAL ON OPTIMIZATION 18.1(2007):65-86. |
入库方式： OAI收割
来源：数学与系统科学研究院
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