On a Box-Constrained Linear Symmetric Cone Optimization Problem

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作者
Yi Xu
Xihong Yan
机构
[1] Southeast University,Department of Mathematics
[2] Taiyuan Normal University,Department of Mathematics
关键词
Box-constrained linear symmetric cone optimization problem; Spectral decomposition; Second-order cone; 80M50;
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摘要
In this paper, an analytical expression of the optimal solution for a box-constrained linear symmetric cone optimization problem is proposed. The resulting theories are established based on the theory of the spectral decomposition of a symmetric cone. Moreover, we apply our results to develop algorithms for solving several symmetric cone optimization problems and conduct some preliminary numerical experiments to show the performance of the developed algorithms.
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页码:946 / 971
页数:25
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