Abstract
In this paper, we consider the positive semi-definite space tensor cone constrained convex program, its structure and algorithms. We study defining functions, defining sequences and polyhedral outer approximations for this positive semi-definite space tensor cone, give an error bound for the polyhedral outer approximation approach, and thus establish convergence of three polyhedral outer approximation algorithms for solving this problem. We then study some other approaches for solving this structured convex program. These include the conic linear programming approach, the nonsmooth convex program approach and the bi-level program approach. Some numerical examples are presented.
Original language | English |
---|---|
Pages (from-to) | 37-53 |
Number of pages | 17 |
Journal | Journal of the Operations Research Society of China |
Volume | 1 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1 Jan 2013 |
Keywords
- Algorithms
- Cone
- Convex program
- Positive semi-definiteness
- Space tensor
ASJC Scopus subject areas
- General Decision Sciences