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Authordc.contributor.authorÁlvarez Daziano, Felipe 
Authordc.contributor.authorLópez Luis, Julio 
Authordc.contributor.authorRamírez Cabrera, Héctor 
Cita de ítemdc.identifier.citationOptimization Methods and Software Vol. 00, No. 00, October 2009, 1–23es_ES
Abstractdc.description.abstractIn this work, we propose an inexact interior proximal-type algorithm for solving convex second-order cone programs. This kind of problem consists of minimizing a convex function (possibly nonsmooth) over the intersection of an affine linear space with the Cartesian product of second-order cones. The proposed algorithm uses a variable metric, which is induced by a class of positive-definite matrices and an appropriate choice of regularization parameter. This choice ensures the well definedness of the proximal algorithm and forces the iterates to belong to the interior of the feasible set. Also, under suitable assumptions, it is proven that each limit point of the sequence generated by the algorithm solves the problem. Finally, computational results applied to structural optimization and support vector machines are presentedes_ES
Publisherdc.publisherTaylor & Francises_ES
Type of licensedc.rightsAttribution-NonCommercial-NoDerivs 3.0 Chile*
Link to Licensedc.rights.uri*
Sourcedc.sourceOptimization Methods and Softwarees_ES
Keywordsdc.subjectProximal methodes_ES
Keywordsdc.subjectSecond-order cone programminges_ES
Keywordsdc.subjectVariable metrices_ES
Keywordsdc.subjectStructural optimizationes_ES
Keywordsdc.subjectMultiload modeles_ES
Keywordsdc.subjectSupport vector machineses_ES
Keywordsdc.subjectRobust classifieres_ES
Títulodc.titleInterior Proximal Algorithm with Variable Metric for Second-Order Cone Programming: Applications to Structural Optimization and Support Vector Machineses_ES
Document typedc.typeArtículo de revistaes_ES
Indexationuchile.indexArtículo de publicación ISIes_ES

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Attribution-NonCommercial-NoDerivs 3.0 Chile
Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivs 3.0 Chile