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...

Full description

Bibliographic Details
Main Author: Lin, Hui Ling
Other Authors: Chua Chek Beng
Format: Thesis
Language:English
Published: 2012
Subjects:
Online Access:https://hdl.handle.net/10356/48908