题名 | A perturbation approach for an inverse linear second-order cone programming |
作者 | |
发表日期 | 2013 |
发表期刊 | Journal of Industrial and Management Optimization
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ISSN/eISSN | 1547-5816 |
卷号 | 9期号:1页码:171-189 |
摘要 | A type of inverse linear second-order cone programming problems is discussed, in which the parameters in both the objective function and the constraint set of a given linear second-order cone programming need to be adjusted as little as possible so that a known feasible solution becomes optimal. This inverse problem can be formulated as a minimization problem with second-order cone complementarity constraints. With the help of the smoothed Fischer-Burmeister function over second-order cones, we construct a smoothing approximation of the formulated problem whose feasible set and optimal solution set are demonstrated to be continuous and outer semicontinuous respectively at the perturbed parameter ε = 0. A damped Newton method is employed to solve the perturbed problem and its global convergence and local quadratic convergence rate are shown. Finally, the numerical results are reported to show the effectiveness of the damped Newton method for solving the inverse linear second-order cone programming. |
关键词 | Damped newton method Inverse optimization Linear second-order cone programming Perturbation approach |
DOI | 10.3934/jimo.2013.9.171 |
URL | 查看来源 |
语种 | 英语English |
Scopus入藏号 | 2-s2.0-84875236422 |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | https://repository.uic.edu.cn/handle/39GCC9TT/6550 |
专题 | 北师香港浸会大学 |
通讯作者 | Zhang,Yi |
作者单位 | 1.Department of Mathematics, School of Science,East China University of Science and Technology,Shanghai, 200237,China 2.School of Science,Shenyang Aerospace University,Shenyang, 110136,China 3.Institute of ORCT, School of Mathematical Sciences,Dalian University of Technology,Dalian, 116024,China 4.Division of Science and Technology,Beijing Normal University-Hong Kong,Baptist University United International College,Zhuhai, 519085,China |
推荐引用方式 GB/T 7714 | Zhang,Yi,Jiang,Yong,Zhang,Liweiet al. A perturbation approach for an inverse linear second-order cone programming[J]. Journal of Industrial and Management Optimization, 2013, 9(1): 171-189. |
APA | Zhang,Yi, Jiang,Yong, Zhang,Liwei, & Zhang,Jiangzhong. (2013). A perturbation approach for an inverse linear second-order cone programming. Journal of Industrial and Management Optimization, 9(1), 171-189. |
MLA | Zhang,Yi,et al."A perturbation approach for an inverse linear second-order cone programming". Journal of Industrial and Management Optimization 9.1(2013): 171-189. |
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