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 |
卷 | 65 |
發行號 | 12 |
DOIs | |
出版狀態 | 已發佈 - 2016 12月 1 |
ASJC Scopus subject areas
- 控制和優化
- 管理科學與經營研究
- 應用數學