SOC Functions and Their Applications

Jein-Shan Chen (Autor)

Buch | Hardcover

206 Seiten

2019 | 1st ed. 2019
Springer Verlag, Singapore
978-981-13-4076-5 (ISBN)

Artikel merken

This book covers all of the concepts required to tackle second-order cone programs (SOCPs), in order to provide the reader a complete picture of SOC functions and their applications. SOCPs have attracted considerable attention, due to their wide range of applications in engineering, data science, and finance. To deal with this special group of optimization problems involving second-order cones (SOCs), we most often need to employ the following crucial concepts: (i) spectral decomposition associated with SOCs, (ii) analysis of SOC functions, and (iii) SOC-convexity and -monotonicity.

Moreover, we can roughly classify the related algorithms into two categories. One category includes traditional algorithms that do not use complementarity functions. Here, SOC-convexity and SOC-monotonicity play a key role. In contrast, complementarity functions are employed for the other category. In this context, complementarity functions are closely related to SOC functions; consequently, the analysis of SOC functions can help with these algorithms.

SOC Functions.- SOC-convexity and SOC-Monotonity.- Algorithmic Applications.- SOC Means and SOC Inequalities.- Possible Extensions.

Erscheinungsdatum	28.02.2019
Reihe/Serie	Springer Optimization and Its Applications ; 143
Zusatzinfo	6 Illustrations, color; 2 Illustrations, black and white; X, 206 p. 8 illus., 6 illus. in color.
Verlagsort	Singapore
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Informatik ► Theorie / Studium ► Algorithmen
	Mathematik / Informatik ► Mathematik
	Wirtschaft ► Betriebswirtschaft / Management ► Unternehmensführung / Management
Schlagworte	second-order cone programs • SOC-convexity • SOC Functions • SOC-monotonicity • Spectral decomposition
ISBN-10	981-13-4076-5 / 9811340765
ISBN-13	978-981-13-4076-5 / 9789811340765
Zustand	Neuware