An Interior-Point Trust-Region Algorithm for General Symmetric Cone Programming
نویسندگان
چکیده
An interior-point trust-region algorithm is proposed for minimization of general (perhaps, non-convex) quadratic objective function over the domain obtained as the intersection of a symmetric cone with an affine subspace. The algorithm uses a trust-region model to ensure descent on a suitable merit function. Convergence to first-order and second-order optimality conditions is proved. Numerical results are presented.
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 18 شماره
صفحات -
تاریخ انتشار 2007