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C larke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.
A vu-decomposition method for solving a second-order cone problem was presented. First of all, this problem was transformed into a nonlinear programming problem. Then the structure of Clarke subdifferential corresponding to penalty function and some results of its vu-decomposition were given. Under certain condition, a twice continuously differentiable trajectory could be computed for yielding a second-order expansion of the objective function f A conceptual algorithm for solving this problem with a superlinear convergence rate was given.
出处
《应用数学和力学》
CSCD
北大核心
2010年第2期245-252,共8页
Applied Mathematics and Mechanics
基金
国家自然科学基金资助项目(10771026)
