科研成果详情

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
ISSN/eISSN1547-5816
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
DOI10.3934/jimo.2013.9.171
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语种英语English
Scopus入藏号2-s2.0-84875236422
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被引频次:5[WOS]   [WOS记录]     [WOS相关记录]
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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