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

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  • Xuewen Mu
  • Yaling Zhang

Abstract

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.

Suggested Citation

  • Xuewen Mu & Yaling Zhang, 2015. "An Alternating Direction Method for Convex Quadratic Second-Order Cone Programming with Bounded Constraints," Mathematical Problems in Engineering, Hindawi, vol. 2015, pages 1-10, April.
    • Handle: RePEc:hin:jnlmpe:379734
    DOI: 10.1155/2015/379734
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