Further relationship between second-order cone and positive semidefinite matrix cone

Jinchuan Zhou, Jingyong Tang, Jein Shan Chen

研究成果: 雜誌貢獻期刊論文同行評審

1 引文 斯高帕斯(Scopus)

摘要

It is well known that second-order cone (SOC) programming can be regarded as a special case of positive semidefinite programming using the arrow matrix. This paper further studies the relationship between SOCs and positive semidefinite matrix cones. In particular, we explore the relationship to expressions regarding distance, projection, tangent cone, normal cone and the KKT system. Understanding these relationships will help us see the connection and difference between the SOC and its PSD reformulation more clearly.

原文英語
頁(從 - 到)2115-2133
頁數19
期刊Optimization
65
發行號12
DOIs
出版狀態已發佈 - 2016 十二月 1

ASJC Scopus subject areas

  • Control and Optimization
  • Management Science and Operations Research
  • Applied Mathematics

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