The Q method for second order cone programming
نویسندگان
چکیده
We develop the Q method for the Second Order Cone Programming problem. The algorithm is the adaptation of the Q method for semidefinite programming originally developed by Alizadeh, Haeberly and Overton, [3] and [2]. We take advantage of the special algebraic structure associated with second order cone programs to formulate the Q method. Furthermore we prove that our algorithm is globally convergent. Finally Some numerical results are presented.
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ورودعنوان ژورنال:
- Computers & OR
دوره 35 شماره
صفحات -
تاریخ انتشار 2008