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求解二阶锥规划问题的vu-分解方法
  • ISSN号：1000-0887
  • 期刊名称：《应用数学和力学》
  • 时间：0
  • 分类：O221.2[理学—运筹学与控制论;理学—数学] O224[理学—运筹学与控制论;理学—数学]
  • 作者机构：[1]大连理工大学数学科学学院,辽宁大连116024
  • 相关基金：国家自然科学基金资助项目（10771026）
作者： 陆媛[1], 庞丽萍[1], 夏尊铨[1]
关键词： 二阶锥规划, 非光滑优化, vu-分解, u-Lagrange函数, second-order cone programming, nonsmooth optimization, vu-decomposition, u-Lagrangian
中文摘要：

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Clarke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．

英文摘要：

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.

同期刊论文项目
非凸半定规划与二阶锥约束优化的算法研究及应用
期刊论文 41 著作 2
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期刊信息
  • 《应用数学和力学》
  • 中国科技核心期刊
  • 主管单位:重庆交通大学
  • 主办单位:重庆交通大学
  • 主编：钟万勰
  • 地址：重庆南岸区重庆交通大学90信箱
  • 邮编：400074
  • 邮箱：applmathmech@cqjtu.edu.cn
  • 电话：023-62652450
  • 国际标准刊号：ISSN：1000-0887
  • 国内统一刊号：ISSN：50-1060/O3
  • 邮发代号:78-21
  • 获奖情况:
  • 国际工程索引（EI）收录期刊,我国力学类核心期刊,中国期刊方阵“双效”期刊
  • 国内外数据库收录:
  • 俄罗斯文摘杂志,美国数学评论（网络版）,日本日本科学技术振兴机构数据库,美国应用力学评论,中国中国科技核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）,中国北大核心期刊（2000版）
  • 被引量:8965