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portada Soc Functions and Their Applications (Springer Optimization and its Applications)
Type
Physical Book
Publisher
Author
Year
2019
Language
English
Pages
206
Format
Hardcover
ISBN13
9789811340765
Edition No.
1
Categories

Soc Functions and Their Applications (Springer Optimization and its Applications)

Jein-Shan Chen (Author) · Springer · Hardcover

Soc Functions and Their Applications (Springer Optimization and its Applications) - Jein-Shan Chen

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Synopsis "Soc Functions and Their Applications (Springer Optimization and its Applications) "

This book covers all of the concepts required to tackle second-order cone programs (SOCPs), in order to provide the reader a complete picture of SOC functions and their applications. SOCPs have attracted considerable attention, due to their wide range of applications in engineering, data science, and finance. To deal with this special group of optimization problems involving second-order cones (SOCs), we most often need to employ the following crucial concepts: (i) spectral decomposition associated with SOCs, (ii) analysis of SOC functions, and (iii) SOC-convexity and -monotonicity.  Moreover, we can roughly classify the related algorithms into two categories. One category includes traditional algorithms that do not use complementarity functions. Here, SOC-convexity and SOC-monotonicity play a key role. In contrast, complementarity functions are employed for the other category. In this context, complementarity functions are closely related to SOC functions; consequently, the analysis of SOC functions can help with these algorithms.

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