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

Jein Shan Chen; Tsun Ko Liao; Shaohua Pan

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

Jein Shan Chen
, Tsun Ko Liao
, Shaohua Pan

數學系

研究成果: 雜誌貢獻 › 期刊論文 › 同行評審

8 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
卷	13
發行號	3
出版狀態	已發佈 - 2012 7月

ASJC Scopus subject areas

分析
幾何和拓撲
控制和優化
應用數學

其它文件與鏈接

引用此

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AB - 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.

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KW - Positive semidefiniteness

KW - SOC-functions

KW - Second-order cone

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M3 - Article

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

摘要

ASJC Scopus subject areas

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