Journal of Guangxi Normal University(Natural Science Edition) ›› 2013, Vol. 31 ›› Issue (3): 65-71.

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A Barzilai-Borwein Gradient Algorithm for Second-order Conic Programming

ZHANG Ya-ling1, MU Xue-wen2   

  1. 1.College of Computer Science,Xi'an Science and Technology University,Xi'an Shaanxi 710054,China;
    2.Department of Mathematics,Xidian University,Xi'an Shaanxi 710071,China
  • Received:2013-04-20 Online:2013-09-20 Published:2018-11-26

Abstract: Second-order cone programming is unsmooth convex programming problem,SOCP is widely applied in the engineering areas,such as electronic engineering,control theory,and combinational optimization.A Barzilai-Borwein algorithm for second-order conic programming is proposed.Firstly,based on the optimization condition of second-order cone programming,the second-order cone programming is equivalent to an equation system.Then,by the smooth function,the second-order conic is transmitted to a smooth function,and the equation system is equivalent to an unconstraint optimization problem.Finally,the Barzilai-Borwein algorithm is used to solve the constraint optimization problem.The Barzilai-Borwein gradient algorithm is an efficient gradient algorithm.The convergence of the algorithm has been improved.Four simulation numerical examples are used to test the new method,and the simulation results show the algorithm is feasible and efficient.

Key words: second-order conic programming, unconstraint optimization, Barzilai-Borwein gradient algorithm

CLC Number: 

  • O221.7
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