An Alternating Direction Method for Convex Quadratic Second-Order Cone Programming with Bounded Constraints
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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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2012 ◽
Vol 156
(2)
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pp. 183-212
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2018 ◽
Vol 19
(2)
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pp. 327-358
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2013 ◽
Vol 34
(9)
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pp. 2051-2057
2010 ◽
Vol 203
(3)
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pp. 692-697
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2005 ◽
Vol 20
(1)
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pp. 25-52
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