An inexact spectral bundle method and error bounds for convex quadratic symmetric cone programming
We present an inexact spectral bundle method for solving convex quadratic symmetric cone programming (CQSCP). This method is a first-order method, hence requires much less computational cost in each iteration than second-order approaches such as interior-point methods. In each iteration of our method...
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Format: | Thesis |
Language: | English |
Published: |
2012
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Online Access: | https://hdl.handle.net/10356/48908 |