文献类型：期刊文献

英文题名：A PERTURBATION APPROACH FOR AN INVERSE LINEAR SECOND-ORDER CONE PROGRAMMING

作者：Zhang, Yi[1];Jiang, Yong[2];Zhang, Liwei[3];Zhang, Jiangzhong[4]

机构：[1]E China Univ Sci & Technol, Dept Math, Sch Sci, Shanghai 200237, Peoples R China;[2]Shenyang Aerosp Univ, Sch Sci, Shenyang 110136, Peoples R China;[3]Dalian Univ Technol, Sch Math Sci, Inst ORCT, Dalian 116024, Peoples R China;[4]Beijing Normal Univ Hong Kong, Div Sci & Technol, Baptist Univ United Int Coll, Zhuhai 519085, Peoples R China

年份：2013

卷号：9

期号：1

起止页码：171

外文期刊名：JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION

收录：;WOS:【SCI-EXPANDED(收录号:WOS:000313130600011)】；

基金：This study is supported by the National Natural Science Foundation of China under projects No. 11071029 and No. 91130007.

语种：英文

外文关键词：Inverse optimization; linear second-order cone programming; perturbation approach; damped Newton method

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 epsilon = 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.