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The University of Southampton
CORMSIS Centre for Operational Research, Management Sciences and Information Systems

Penalty and barrier methods for convex second-order cone programming -- talk by Profesor Jein-Shan (Jason) Chen (National Taiwan Normal University) Event

Time:
14:00 - 16:00
Date:
31 January 2019
Venue:
Room 8033, Building 54, School of Mathematical Sciences, University of Southampton, Highfield Campus, SO17 1BJ

For more information regarding this event, please email Houduo Qi at H.Qi@southampton.ac.uk .

Event details

In this talk, we present penalty and barrier methods for solving convex second-order cone programming (CSOCP). These methods are motivated by the penalty and barrier methods for convex optimization which were proposed by Auslender. Under the usual hypothesis that the CSOCP has a nonempty and compact optimal set, we show that the penalty and barrier problems also have nonempty and compact optimal set. Moreover, any sequence of approximate solutions of these penalty and barrier problems is shown to be bounded whose accumulations points are solutions of the CSOCP. Finally, we provide numerical simulations to illustrate the theoretical results. In particular, we use various penalty and barrier functions in solving the CSOCP and compare their efficiency by means of performance profiles.

Speaker information

Professor Jein-Shan (Jason) Chen, National Taiwan Normal University, Jein-Shan Chen is a Professor at Mathematics Department of National Taiwan Normal University, from where he received his B.Sc. and M.Sc. in 1990 and 1993, respectively. In autumn 1997, he attended Mathematics Department of UCLA to pursue his Ph.D. degree. He stayed one year and then transferred to Mathematics Department, University of Washington in autumn of 1998, where he spent six years to study with Professor Paul Tseng in Optimization. His research area is mainly in continuous optimization with side interests in nonsmooth analysis and operations research. His publications include around 110 journal papers and a monograph, titled “SOC Functions and Their Applications”, Springer Optimization and Its Applications 143, Springer, 2019.

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