A globally convergent infeasible-interior-point predictor-corrector algorithm is presented for the second-order cone programming （SOCP） by using the Alizadeh- Haeberly-Overton （AHO） search direction. This algorith...A globally convergent infeasible-interior-point predictor-corrector algorithm is presented for the second-order cone programming （SOCP） by using the Alizadeh- Haeberly-Overton （AHO） search direction. This algorithm does not require the feasibility of the initial points and iteration points. Under suitable assumptions, it is shown that the algorithm can find an -approximate solution of an SOCP in at most O（√n ln（ε0/ε）） iterations. The iteration-complexity bound of our algorithm is almost the same as the best known bound of feasible interior point algorithms for the SOCP.展开更多
Based on the ideas of infeasible interior-point methods and predictor-corrector algorithms, two interior-point predictor-corrector algorithms for the second-order cone programming （SOCP） are presented. The two algor...Based on the ideas of infeasible interior-point methods and predictor-corrector algorithms, two interior-point predictor-corrector algorithms for the second-order cone programming （SOCP） are presented. The two algorithms use the Newton direction and the Euler direction as the predictor directions, respectively. The corrector directions belong to the category of the Alizadeh-Haeberly-Overton （AHO） directions. These algorithms are suitable to the cases of feasible and infeasible interior iterative points. A simpler neighborhood of the central path for the SOCP is proposed, which is the pivotal difference from other interior-point predictor-corrector algorithms. Under some assumptions, the algorithms possess the global, linear, and quadratic convergence. The complexity bound O（rln（εo/ε）） is obtained, where r denotes the number of the second-order cones in the SOCP problem. The numerical results show that the proposed algorithms are effective.展开更多
Given a real finite-dimensional or infinite-dimensional Hilbert space H with a Jordan product, the second-order cone linear complementarity problem(SOCLCP)is considered. Some conditions are investigated, for which the...Given a real finite-dimensional or infinite-dimensional Hilbert space H with a Jordan product, the second-order cone linear complementarity problem(SOCLCP)is considered. Some conditions are investigated, for which the SOCLCP is feasible and solvable for any element q?H. The solution set of a monotone SOCLCP is also characterized. It is shown that the second-order cone and Jordan product are interconnected.展开更多
A vu-decomposition method for solving a second-order cone problem is presented in this paper. It is first transformed into a nonlinear programming problem. Then, the structure of the Clarke subdifferential correspondi...A vu-decomposition method for solving a second-order cone problem is presented in this paper. It is first transformed into a nonlinear programming problem. Then, the structure of the Clarke subdifferential corresponding to the penalty function and some results of itsvu-decomposition are given. Under a certain condition, a twice continuously differentiable trajectory is computed to produce a second-order expansion of the objective function. A conceptual algorithm for solving this problem with a superlinear convergence rate is given.展开更多
Adaptive broadband beamforraing is a key issue in array applications. The adaptive broadband beamformer with tapped delay line （TDL） structure for nonuniform linear array （NLA） is designed according to the rule of...Adaptive broadband beamforraing is a key issue in array applications. The adaptive broadband beamformer with tapped delay line （TDL） structure for nonuniform linear array （NLA） is designed according to the rule of minimizing the beamformer＇s output power while keeping the distortionless response （DR） in the direction of desired signal and keeping the constant beamwidth （CB） with the prescribed sidelobe level over the whole operating band. This kind of beamforming problem can be solved with the interior-point method after being converted to the form of standard second order cone programming （SOCP）. The computer simulations are presented which illustrate the effectiveness of our beamformer.展开更多
New existence results are presented for the singular second-order nonlinear boundary value problems u ' + g(t)f(u) = 0, 0 < t < 1, au(0) - betau ' (0) = 0, gammau(1) + deltau ' (1) = 0 under the cond...New existence results are presented for the singular second-order nonlinear boundary value problems u ' + g(t)f(u) = 0, 0 < t < 1, au(0) - betau ' (0) = 0, gammau(1) + deltau ' (1) = 0 under the conditions 0 less than or equal to f(0)(+) < M-1, m(1) < f(infinity)(-)less than or equal to infinity or 0 less than or equal to f(infinity)(+)< M-1, m(1) < f (-)(0)less than or equal to infinity where f(0)(+) = lim(u -->0)f(u)/u, f(infinity)(-)= lim(u --> infinity)f(u)/u, f(0)(-)= lim(u -->0)f(u)/u, f(infinity)(+) = lim(u --> infinity)f(u)/u, g may be singular at t = 0 and/or t = 1. The proof uses a fixed point theorem in cone theory.展开更多
基金the National Science Foundation(60574075, 60674108)
文摘A globally convergent infeasible-interior-point predictor-corrector algorithm is presented for the second-order cone programming （SOCP） by using the Alizadeh- Haeberly-Overton （AHO） search direction. This algorithm does not require the feasibility of the initial points and iteration points. Under suitable assumptions, it is shown that the algorithm can find an -approximate solution of an SOCP in at most O（√n ln（ε0/ε）） iterations. The iteration-complexity bound of our algorithm is almost the same as the best known bound of feasible interior point algorithms for the SOCP.
基金supported by the National Natural Science Foundation of China (Nos. 71061002 and 11071158)the Natural Science Foundation of Guangxi Province of China (Nos. 0832052 and 2010GXNSFB013047)
文摘Based on the ideas of infeasible interior-point methods and predictor-corrector algorithms, two interior-point predictor-corrector algorithms for the second-order cone programming （SOCP） are presented. The two algorithms use the Newton direction and the Euler direction as the predictor directions, respectively. The corrector directions belong to the category of the Alizadeh-Haeberly-Overton （AHO） directions. These algorithms are suitable to the cases of feasible and infeasible interior iterative points. A simpler neighborhood of the central path for the SOCP is proposed, which is the pivotal difference from other interior-point predictor-corrector algorithms. Under some assumptions, the algorithms possess the global, linear, and quadratic convergence. The complexity bound O（rln（εo/ε）） is obtained, where r denotes the number of the second-order cones in the SOCP problem. The numerical results show that the proposed algorithms are effective.
基金Supported by the National Natural Science Foundation of China(No.11101302 and No.11471241)
文摘Given a real finite-dimensional or infinite-dimensional Hilbert space H with a Jordan product, the second-order cone linear complementarity problem(SOCLCP)is considered. Some conditions are investigated, for which the SOCLCP is feasible and solvable for any element q?H. The solution set of a monotone SOCLCP is also characterized. It is shown that the second-order cone and Jordan product are interconnected.
基金Project supported by the National Natural Science Foundation of China (No. 10771026)the Foundation of Dalian University of Technology (Nos. MXDUT73008 and MXDUT98009)
文摘A vu-decomposition method for solving a second-order cone problem is presented in this paper. It is first transformed into a nonlinear programming problem. Then, the structure of the Clarke subdifferential corresponding to the penalty function and some results of itsvu-decomposition are given. Under a certain condition, a twice continuously differentiable trajectory is computed to produce a second-order expansion of the objective function. A conceptual algorithm for solving this problem with a superlinear convergence rate is given.
基金supported by the National Nature Science Foundation of China (60472101)President Award of ChineseAcademy of Sciences(O729031511).
文摘Adaptive broadband beamforraing is a key issue in array applications. The adaptive broadband beamformer with tapped delay line （TDL） structure for nonuniform linear array （NLA） is designed according to the rule of minimizing the beamformer＇s output power while keeping the distortionless response （DR） in the direction of desired signal and keeping the constant beamwidth （CB） with the prescribed sidelobe level over the whole operating band. This kind of beamforming problem can be solved with the interior-point method after being converted to the form of standard second order cone programming （SOCP）. The computer simulations are presented which illustrate the effectiveness of our beamformer.
文摘New existence results are presented for the singular second-order nonlinear boundary value problems u ' + g(t)f(u) = 0, 0 < t < 1, au(0) - betau ' (0) = 0, gammau(1) + deltau ' (1) = 0 under the conditions 0 less than or equal to f(0)(+) < M-1, m(1) < f(infinity)(-)less than or equal to infinity or 0 less than or equal to f(infinity)(+)< M-1, m(1) < f (-)(0)less than or equal to infinity where f(0)(+) = lim(u -->0)f(u)/u, f(infinity)(-)= lim(u --> infinity)f(u)/u, f(0)(-)= lim(u -->0)f(u)/u, f(infinity)(+) = lim(u --> infinity)f(u)/u, g may be singular at t = 0 and/or t = 1. The proof uses a fixed point theorem in cone theory.
