To what extent are second-order cone and positive semidefinite cone alike?

Autor:	Tsun-Ko Liao, 廖淳格
Rok vydání:	2009
Druh dokumentu:	學位論文 ; thesis
Popis:	97 The cone of positive semidefinite matrices and second-order cone are both self-dual and special cases of symmetric cones. Each of them play an important role in semidefinite programming (SDP) and second-order cone programming (SOCP), respectively. It is known that an SOCP problem can be viewed as an SDP problem via certain relation between positive semidefinite cone and second-order cone. Nonetheless, most analysis used for dealing SDP can not carried over to SOCP due to some difference, for instance, the matrix multiplication is associative for positive semidefinite cone whereas the Jordan product is not for second-order cone. In this paper, we try to have a thorough study on the similarity and difference between these two cones which provide theoretical for further investigation of SDP and SOCP.
Databáze:	Networked Digital Library of Theses & Dissertations
Externí odkaz:	http://ndltd.ncl.edu.tw/handle/r7a23z Zobrazit plný text záznamu