Results 21 to 30 of about 4,004 (162)

Sharpe-Ratio Portfolio in Controllable Markov Chains: Analytic and Algorithmic Approach for Second Order Cone Programming

open access: yesMathematics, 2022
The Sharpe ratio is a measure based on the theory of mean variance, it is the measure of the performance of a portfolio when the risk can be measured through the standard deviation.
Lesly Lisset Ortiz-Cerezo   +2 more
doaj   +1 more source

Perturbation analysis of second-order cone programming problems [PDF]

open access: yesMathematical Programming, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bonnans, J. Frédéric   +1 more
openaire   +2 more sources

Application and Research of Humanoid Robot Based on Second-Order Cone Programming

open access: yesInternational Journal of Advanced Robotic Systems, 2011
It is an extremely complex process of controlling walking motion for humanoid robot, and its dynamics model has many rich features. The article puts forward a kind of optimization design method on any time humanoid robot walking movement.
Piao Song-hao   +3 more
doaj   +2 more sources

Optimal Power Flow Algorithm Based on Second-Order Cone Relaxation Method for Electricity-Gas Integrated Energy Microgrid

open access: yesComplexity, 2021
Due to the existence of nonlinear constraints, it is difficult to solve the power flow directly. This paper proposes a microgrid optimal scheduling strategy using second-order cone relaxation method to realize linear transformation, so as to minimize the
Fan Zhang   +4 more
doaj   +1 more source

Null Broadening Robust Beamforming Based on Decomposition and Iterative Second-order Cone Programming [PDF]

open access: yesRadioengineering, 2021
To solve the problem that the performance of adaptive beamformer degrades severely in the presence of steering vector mismatch or non-stationary interference, a null broadening robust beamforming based on decomposition and iterative second-order cone ...
W. Jin, Y. Z. Guo, W. M. Jia, J. W. Zhao
doaj  

Primal-dual path-following algorithms for circular programming

open access: yesCommunications in Combinatorics and Optimization, 2017
Circular programming problems are a new class of convex optimization problems that include second-order cone programming problems as a special case‎. ‎Alizadeh and Goldfarb [Math‎. ‎Program‎. ‎Ser‎.
Baha Alzalg, ‎M‎. ‎Pirhaji
doaj   +1 more source

Applications of second-order cone programming

open access: yesLinear Algebra and its Applications, 1998
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lobo, Miguel Sousa   +3 more
openaire   +1 more source

A two-stage coordinated line loss reduction model based on elephant herding optimization and second-order cone programming

open access: yesEnergy Reports, 2023
Aiming at the problem of high line loss caused by the access station of distributed generation (DG), a two-stage coordinated line loss reduction model based on elephant herding optimization (EHO) and second-order cone programming (SOCP) was put forward ...
Haoyu Wang   +4 more
doaj   +1 more source

Estimation of fisheye camera external parameter based on second‐order cone programming

open access: yesIET Computer Vision, 2016
Although second‐order cone programming (SOCP) has been applied to optimise camera parameters in computer vision, it is occasionally been used to refine fisheye camera external parameters as well.
Haijiang Zhu   +5 more
doaj   +1 more source

Fast second-order cone programming for safe mission planning [PDF]

open access: yes2017 IEEE International Conference on Robotics and Automation (ICRA), 2017
This paper considers the problem of safe mission planning of dynamic systems operating under uncertain environments. Much of the prior work on achieving robust and safe control requires solving second-order cone programs (SOCP). Unfortunately, existing general purpose SOCP methods are often infeasible for real-time robotic tasks due to high memory and ...
Kai Zhong   +2 more
openaire   +2 more sources

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