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A second-order cone program (SOCP) is a convex optimization problem of the form minimize subject to ‖ + ‖ +, =, …, = where the ...
Examples of include the positive orthant + = {:}, positive semidefinite matrices +, and the second-order cone {(,): ‖ ‖}. Often f {\displaystyle f\ } is a linear function, in which case the conic optimization problem reduces to a linear program , a semidefinite program , and a second order cone program , respectively.
A hierarchy of convex optimization problems. (LP: linear programming, QP: quadratic programming, SOCP second-order cone program, SDP: semidefinite programming, CP: conic optimization.) Linear programming problems are the simplest convex programs. In LP, the objective and constraint functions are all linear. Quadratic programming are the next ...
On March 5, 2021, an edit titled "correct errors" removed an extremely useful formula. In particular, there used to be a formula for converting x T A T A x + b T x + c ≤ 0 {\displaystyle x^{T}A^{T}Ax+b^{T}x+c\leq 0} into an SOCP constraint, but it was replaced by a different one for x T A x + b T x + c ≤ 0 {\displaystyle x^{T}Ax+b^{T}x+c ...
In mathematics, the matrix representation of conic sections permits the tools of linear algebra to be used in the study of conic sections.It provides easy ways to calculate a conic section's axis, vertices, tangents and the pole and polar relationship between points and lines of the plane determined by the conic.
Second-order cone programming (SOCP) is a convex program, and includes certain types of quadratic programs. Semidefinite programming (SDP) is a subfield of convex optimization where the underlying variables are semidefinite matrices. It is a generalization of linear and convex quadratic programming.
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A cone C in a vector space X is said to be self-dual if X can be equipped with an inner product ⋅,⋅ such that the internal dual cone relative to this inner product is equal to C. [3] Those authors who define the dual cone as the internal dual cone in a real Hilbert space usually say that a cone is self-dual if it is equal to its internal dual.