An Alternating Direction Method for Convex Quadratic Second-Order Cone Programming with Bounded Constraints

Xuewen Mu and Yaling Zhang

Mathematical Problems in Engineering, 2015, vol. 2015, 1-10

Abstract:

An alternating direction method is proposed for convex quadratic second-order cone programming problems with bounded constraints. In the algorithm, the primal problem is equivalent to a separate structure convex quadratic programming over second-order cones and a bounded set. At each iteration, we only need to compute the metric projection onto the second-order cones and the projection onto the bound set. The result of convergence is given. Numerical results demonstrate that our method is efficient for the convex quadratic second-order cone programming problems with bounded constraints.

Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:379734

DOI: 10.1155/2015/379734

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