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中文摘要：
本文给出求解二阶锥规划问题的一种快速的投影收缩算法.在该方法中,二阶锥规划被等价转化为一个投影方程组,利用投影收缩算法求解该方程组.由于向量在二阶锥上的投影计算简单而且花费时间较少,所以该投影收缩算法快速简单.同时给出算法的收敛性分析.随机数值实验表明提出的方法快速有效,特别适合求解大规模二阶锥规划问题.
英文摘要：
A fast projection and contraction method for second-order cone programming is proposed. The second-order cone programming is transformed into an equivalent projection equation, which is solved by a fast projection and contraction method. The projection on the second-order cone is simple and costs less computation time. We also give the analysis of the convergence. Numerical results demonstrate that our method is fast and efficient, especially for the large-scale second-order cone programming problems.
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同项目期刊论文
An alternating direction method for convex quadratic second-order cone programming with bounded cons
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