ชื่อเรื่อง | : | The primal-dual second-order cone approximations algorithm for symmetric cone programming. |
นักวิจัย | : | Chua, Chek Beng. |
คำค้น | : | DRNTU::Science::Mathematics::Applied mathematics::Optimization. |
หน่วยงาน | : | Nanyang Technological University, Singapore |
ผู้ร่วมงาน | : | - |
ปีพิมพ์ | : | 2550 |
อ้างอิง | : | Chua, C. B. (2007). The primal-dual second-order cone approximations algorithm for symmetric cone programming. Foundations of computational mathematics, (7)3, 273-302. , 1615-3383 , http://hdl.handle.net/10220/4707 , http://dx.doi.org/10.1007/s10208-004-0149-7 |
ที่มา | : | - |
ความเชี่ยวชาญ | : | - |
ความสัมพันธ์ | : | Foundations of Computational Mathematics. |
ขอบเขตของเนื้อหา | : | - |
บทคัดย่อ/คำอธิบาย | : | Given any open convex cone K, a logarithmically homogeneous, self-concordant barrier for K and any positive real number r < 1, we associate, with each direction x 2 K, a second-order cone ˆKr(x) containing K. We show that K is the interior of the intersection of the second-order cones ˆKr(x), as x ranges over all directions in K. Using these second-order cones as approximations to cones of symmetric, positive definite matrices, we develop a new polynomial-time primal-dual interior-point algorithm for semidefinite programming. The algorithm is extended to symmetric cone programming via the relation between symmetric cones and Euclidean Jordan algebras. |
บรรณานุกรม | : |
Chua, Chek Beng. . (2550). The primal-dual second-order cone approximations algorithm for symmetric cone programming..
กรุงเทพมหานคร : Nanyang Technological University, Singapore. Chua, Chek Beng. . 2550. "The primal-dual second-order cone approximations algorithm for symmetric cone programming.".
กรุงเทพมหานคร : Nanyang Technological University, Singapore. Chua, Chek Beng. . "The primal-dual second-order cone approximations algorithm for symmetric cone programming.."
กรุงเทพมหานคร : Nanyang Technological University, Singapore, 2550. Print. Chua, Chek Beng. . The primal-dual second-order cone approximations algorithm for symmetric cone programming.. กรุงเทพมหานคร : Nanyang Technological University, Singapore; 2550.
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