An Extended Sequential Quadratically Constrained Quadratic Programming Algorithm for Nonlinear, Semidefinite, and Second-Order Cone Programming

2012 ◽  
Vol 156 (2) ◽  
pp. 183-212 ◽  
Author(s):  
Alfred Auslender
Keyword(s):  
Quadratic Programming ◽  
Second Order ◽  
Programming Algorithm ◽  
Cone Programming ◽  
Second Order Cone Programming ◽  
Quadratically Constrained Quadratic Programming ◽  
Second Order Cone ◽  
Quadratically Constrained

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

2015 ◽  
Vol 2015 ◽  
pp. 1-10
Author(s):  
Xuewen Mu ◽  
Yaling Zhang
Keyword(s):  
Quadratic Programming ◽  
Metric Projection ◽  
Alternating Direction Method ◽  
Second Order ◽  
Primal Problem ◽  
Cone Programming ◽  
Second Order Cone Programming ◽  
Bounded Set ◽  
Second Order Cone ◽  
Alternating Direction

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.

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