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On a Box-Constrained Linear Symmetric Cone Optimization Problem

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Abstract

In this paper, an analytical expression of the optimal solution for a box-constrained linear symmetric cone optimization problem is proposed. The resulting theories are established based on the theory of the spectral decomposition of a symmetric cone. Moreover, we apply our results to develop algorithms for solving several symmetric cone optimization problems and conduct some preliminary numerical experiments to show the performance of the developed algorithms.

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Acknowledgements

Yi Xu was supported in part by the National Natural Science Foundation of China (No. 11501100, 11571178, 11671082 and 11871149). Xihong Yan was supported in part by the STIP of Higher Education Institutions in Shanxi (No. 201802103).

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Authors and Affiliations

  1. Department of Mathematics, Southeast University, Nanjing, 210096, Jiangsu Province, China

    Yi Xu

  2. Department of Mathematics, Taiyuan Normal University, Jinzhong, 030619, Shanxi Province, China

    Xihong Yan

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  1. Yi Xu
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  2. Xihong Yan
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Correspondence to Yi Xu.

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Xu, Y., Yan, X. On a Box-Constrained Linear Symmetric Cone Optimization Problem. J Optim Theory Appl 181, 946–971 (2019). https://doi.org/10.1007/s10957-019-01493-z

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