The primal-dual second-order cone approximations algorithm for symmetric cone programming

• المؤلف الرئيسي: Chua, Chek Beng.
• مؤلفون آخرون: School of Physical and Mathematical Sciences
• التنسيق: مقال
• اللغة: English
• منشور في: 2009
• الموضوعات: DRNTU::Science::Mathematics::Applied mathematics::Optimization
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/100090; http://hdl.handle.net/10220/4707
• المؤسسة: Nanyang Technological University

Given any open convex cone K, a logarithmically homogeneous, self-concordant barrier for K and any positive real number r < 1, we associate, with each direction x 2 K, a second-order cone ˆKr(x) containing K. We show that K is the interior of the intersection of the second-order cones ˆKr(x), as...