Applications of second-order cone programming
نویسندگان
چکیده
منابع مشابه
Applications of Second Order Cone Programming
A significant special case of the problems which could be solved were those whose constraints were given by semidefinite cones. A Semidefinite Program (SDP) is an optimisation over the intersection of an affine set and cone of positive semidefinite matrices (Alizadeh and Goldfarb, 2001). Cone programming is discussed more in Section 3. Within semidefinite programming there is a smaller set of p...
متن کاملApplications of Second-order Cone Programming
In a second-order cone program (SOCP) a linear function is minimized over the intersection of an a ne set and the product of second-order (quadratic) cones. SOCPs are nonlinear convex problems that include linear and (convex) quadratic programs as special cases, but are less general than semide nite programs (SDPs). Several e cient primal-dual interior-point methods for SOCP have been developed...
متن کاملSecond-order cone programming
Second-order cone programming (SOCP) problems are convex optimization problems in which a linear function is minimized over the intersection of an affine linear manifold with the Cartesian product of second-order (Lorentz) cones. Linear programs, convex quadratic programs and quadratically constrained convex quadratic programs can all be formulated as SOCP problems, as can many other problems t...
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Transmit waveform design is one of the most important problems in active sensing and communication systems. This problem, due to the complexity and non-convexity, has been always the main topic of many papers for the decades. However, still an optimal solution which guarantees a global minimum for this multi-variable optimization problem is not found. In this paper, we propose an attracting met...
متن کاملSemidefinite and Second Order Cone Programming
1 Overview We survey the basic notions of cones and cone-LP and give several examples mostly related to semidefinite programming. The linear and semidefinite programming problems are formulated as follows: Let c ∈ n and b ∈ m ,A ∈ n×m with rows a i ∈
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1998
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(98)10032-0