Intrinsic volumes of symmetric cones and applications in convex programming (Q2515035)
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scientific article; zbMATH DE number 6399788
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| English | Intrinsic volumes of symmetric cones and applications in convex programming |
scientific article; zbMATH DE number 6399788 |
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Intrinsic volumes of symmetric cones and applications in convex programming (English)
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9 February 2015
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The authors consider convex cone problems (including reference cones such as the positive orthant, Lorentz cone and the cone of symmetric positive semidefinite matrices) and their generic behaviour by using the notations of intrinsic volumes and curvature measures. Probalistic analysis of random convex problems is evaluated and explicit formulas for the curvature measures of semi-definite cones at strata of the same rank are presented.
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random convex programs
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semidefinite programming
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intrinsic volumes
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symmetric cones
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Mehta's integral
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0.90481675
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0.8989451
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0.8974689
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0.89596623
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0.89154035
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0.8888486
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0.8859808
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0.8833916
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