Applications of Second-order Cone Programming;
by
Miguel Sousa Lobo
,
Lobo I
,
Lieyen Vandenberghe
,
Herv Lebret
,
Stephen Boyd
| Citations: | 112 - 7 self |
BibTeX
@MISC{Lobo_applicationsof,
author = {Miguel Sousa Lobo and Lobo I and Lieyen Vandenberghe and Herv Lebret and Stephen Boyd},
title = {Applications of Second-order Cone Programming;},
year = {}
}
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Abstract
In a second-order cone program (SOCP) a linear function is minimized over the intersection of an affine set and the product of second-order (quadratic) cones. SOCPs are nonlinear convex problems that include linear and (convex) quadratic programs as special cases, but are less general than semidefinite programs (SDPs). Several efficient primal-dual interior-point methods for SOCP have been developed in the last few years.
Citations
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