首页|A Barzilai and Borwein regularization feasible direction algorithm for convex nonlinear SOC programming with linear constraints
A Barzilai and Borwein regularization feasible direction algorithm for convex nonlinear SOC programming with linear constraints
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NSTL
Elsevier
A Barzilai and Borwein regularization feasible direction algorithm is proposed for convex nonlinear second-order cone programming with linear constraints. In the algorithm, a regularization penalty term based on the Barzilai and Borwein parameters is added to the Frank-Wolfe linearization objective function of the direction generating subproblem. The Barzilai and Borwein subproblem is transformed into a multi-block separable convex quadratic second-order cone programming (CQSOCP) subproblem. A parallel inexact alternating direction method is applied to solve the multi-block separable CQSOCP subproblem. The global convergence is given. Numerical results demonstrate that our method is efficient for some random convex nonlinear second-order cone programming problems with low accuracy. (C) 2021 Elsevier B.V. All rights reserved.
Regularization feasible direction methodConvex nonlinear second-order cone programmingAlternating direction methodBarzilai and Borwein parameters2ND-ORDEROPTIMIZATIONCONVERGENCEMULTIPLIERSPROJECTION
NSTL
Elsevier
