Using schur complement theorem to prove convexity of some SOC-functions

Jein Shan Chen, Tsun Ko Liao, Shaohua Pan

研究成果: 雜誌貢獻期刊論文同行評審

6 引文 斯高帕斯(Scopus)

摘要

In this paper, we provide an important application of the Schur Complement Theorem in establishing convexity of some functions associated with second-order cones (SOCs), called SOC-trace functions. As illustrated in the paper, these functions play a key role in the development of penalty and barrier functions methods for second-order cone programs, and establishment of some important inequalities associated with SOCs.

原文英語
頁(從 - 到)421-431
頁數11
期刊Journal of Nonlinear and Convex Analysis
13
發行號3
出版狀態已發佈 - 2012 七月 1

ASJC Scopus subject areas

  • 分析
  • 幾何和拓撲
  • 控制和優化
  • 應用數學

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