Results 111 to 120 of about 3,903 (165)

Optimality Conditions for Nonlinear Second-Order Cone Programming and Symmetric Cone Programming

Journal of Optimization Theory and Applications, 2023
The nonlinear symmetric cone programming problem is an important topic in nonlinear programming. It extends numerical problems in nonlinear programming, nonlinear semi-definite programming, and nonlinear second-order cone programming. The feature is that the constraints are defined on a general symmetric cone.
Roberto Andreani   +4 more
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Second-order cone programming

Mathematical Programming, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Alizadeh, F., Goldfarb, D.
openaire   +2 more sources

Statistical Inference of Second-Order Cone Programming

Asia-Pacific Journal of Operational Research, 2018
The randomness of the second-order cone programming problems is mainly reflected in the objective function and the constraints both having random vectors. In this paper, we discuss the statistical properties of estimates of the respective optimal value and optimal solutions when the random vectors are estimated by their sample both in the objective ...
Wang, Jiani, Zhang, Liwei
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Second-Order Cone Programming

2022
In modern convex optimization, the class of optimization that is an immediate enlargement of linear programming is not quadratic programming, but rather the so-called second-order cone programming. Second-order cone programming (SOCP for short) problems, which include linear programming problems and quadratic programming problems as special cases, are ...
openaire   +1 more source

Statistical Inference of Second-Order Cone Programming

Asia-Pacific Journal of Operational Research, 2019
In this paper, we study the stability of stochastic second-order programming when the probability measure is perturbed. Under the Lipschitz continuity of the objective function and metric regularity of the feasible set-valued mapping, the outer semicontinuity of the optimal solution set and Lipschitz continuity of optimal values are demonstrated ...
Zhang, Liwei, Gao, Shengzhe, Guo, Saoyan
openaire   +2 more sources

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