TY - JOUR
A2 - Weber, Gerhard-Wilhelm
AU - Mu, Xuewen
AU - Zhang, Yaling
PY - 2015
DA - 2015/04/30
TI - An Alternating Direction Method for Convex Quadratic Second-Order Cone Programming with Bounded Constraints
SP - 379734
VL - 2015
AB - 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 convexquadratic 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.
SN - 1024-123X
UR - https://doi.org/10.1155/2015/379734
DO - 10.1155/2015/379734
JF - Mathematical Problems in Engineering
PB - Hindawi Publishing Corporation
KW -
ER -