On a Box-Constrained Linear Symmetric Cone Optimization Problem

Yi Xu () and Xihong Yan ()
Additional contact information
Yi Xu: Southeast University
Xihong Yan: Taiyuan Normal University

Journal of Optimization Theory and Applications, 2019, vol. 181, issue 3, No 12, 946-971

Abstract: Abstract In this paper, an analytical expression of the optimal solution for a box-constrained linear symmetric cone optimization problem is proposed. The resulting theories are established based on the theory of the spectral decomposition of a symmetric cone. Moreover, we apply our results to develop algorithms for solving several symmetric cone optimization problems and conduct some preliminary numerical experiments to show the performance of the developed algorithms.

Keywords: Box-constrained linear symmetric cone optimization problem; Spectral decomposition; Second-order cone; 80M50 (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10957-019-01493-z Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:181:y:2019:i:3:d:10.1007_s10957-019-01493-z

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-019-01493-z

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().