Applications of second-order cone programming

From MaRDI portal
Publication:1124764


DOI10.1016/S0024-3795(98)10032-0zbMath0946.90050WikidataQ114850253 ScholiaQ114850253MaRDI QIDQ1124764

Stephen P. Boyd, Lieven Vandenberghe, Miguel Sousa Lobo, Hervé Lebret

Publication date: 28 November 1999

Published in: Linear Algebra and its Applications (Search for Journal in Brave)


90C90: Applications of mathematical programming

90C20: Quadratic programming

90C08: Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.)

90C51: Interior-point methods


Related Items

Implementation of interior point methods for mixed semidefinite and second order cone optimization problems, A convergence analysis of the scaling-invariant primal-dual path-following algorithms for second-order cone programming, Second Order Cone Programming Relaxation of a Positive Semidefinite Constraint, Efficient solution of second order cone program for model predictive control, Second-order cone programming approaches to static shakedown analysis in steel plasticity, Approximate minimum enclosing balls in high dimensions using core-sets, Semidefinite and second-order cone optimization approach for the Toeplitz matrix approximation problem, A pivoting procedure for a class of second-order cone programming, Control of linear systems subject to input constraints: A polynomial approach., Shape-preserving, multiscale interpolation by bi- and multivariate cubic \(L_{1}\) splines, Second-Order Cone Programming Formulations for Robust Multiclass Classification, Robust support vector machines for classification and computational issues, LTV models in MPC for sustainable development, Conic formulation for \(l_p\)-norm optimization, Reflection-projection method for convex feasibility problems with an obtuse cone, Tractable approximate robust geometric programming, A smoothing Newton-type algorithm of stronger convergence for the quadratically constrained convex quadratic programming, Optimization over state feedback policies for robust control with constraints, Two classes of merit functions for the second-order cone complementarity problem, Stochastic MPC with inequality stability constraints, Computational strategy for Russell measure in DEA: second-order cone programming, A compressed primal-dual method for generating bivariate cubic \(L_{1}\) splines, Optimal design and verification of temporal and spatial filters using second-order cone programming approach, The solution set structure of monotone linear complementarity problems over second-order cone, Complete characterizations of stable Farkas' lemma and cone-convex programming duality, Proximal-like algorithm using the quasi D-function for convex second-order cone programming, A sequential quadratically constrained quadratic programming method with an augmented Lagrangian line search function, A quadratically approximate framework for constrained optimization, global and local convergence, Conversion of some classes of fractional programming to second-order cone programming and solving it by potential reduction interior point method, Restoration of matrix fields by second-order cone programming, Sub-quadratic convergence of a smoothing Newton method for second-order cone programming, Analysis of a non-interior continuation method for second-order cone programming, An improved algorithm for computing Steiner minimal trees in Euclidean \(d\)-space, A one-step smoothing Newton method for second-order cone programming, Largest dual ellipsoids inscribed in dual cones, On the coderivative of the projection operator onto the second-order cone, A multisplitting method for symmetrical affine second-order cone complementarity problem, Logarithmic regret algorithms for online convex optimization, Primal-dual interior-point algorithms for second-order cone optimization based on kernel functions, A one-parametric class of merit functions for the symmetric cone complementarity problem, Shortest descending paths through given faces, Growth behavior of two classes of merit functions for symmetric cone complementarity problems, Scaling symmetric positive definite matrices to prescribed row sums., Symbiosis between linear algebra and optimization, Nonnegative minimum biased quadratic estimation in mixed linear models, A matrix-splitting method for symmetric affine second-order cone complementarity problems, Uncertain convex programs: randomized solutions and confidence levels, On self-regular IPMs (with comments and rejoinder), A note on treating a second order cone program as a special case of a semidefinite program, Product-form Cholesky factorization in interior point methods for second-order cone programming, On distributionally robust chance-constrained linear programs, Ellipsoidal support vector clustering for functional MRI analysis, Quadratically constraint quadratical algorithm model for nonlinear minimax problems, Two unconstrained optimization approaches for the Euclidean \(\kappa \)-centrum location problem, Structured large margin machines: sensitive to data distributions, A Newton's method for perturbed second-order cone programs, Modelling and optimisation for sustainable development policy assessment, Robust envelope-constrained filter with orthonormal bases and semi-definite and semi-infinite programming, An SQP-type algorithm for nonlinear second-order cone programs, Generalized filtering algorithms for infeasibility analysis, Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity, On two-stage convex chance constrained problems, Necessary conditions and duality for inexact nonlinear semi-infinite programming problems, Second-order cone and semidefinite representations of material failure criteria, Robust multiclass kernel-based classifiers, Squaring the circle: an algorithm for generating polyhedral invariant sets from ellipsoidal ones, Primal-dual interior-point algorithms for second-order cone optimization based on a new parametric kernel function, A descent method for a reformulation of the second-order cone complementarity problem, On local convergence of sequential quadratically-constrained quadratic-programming type methods, with an extension to variational problems, Portfolio optimization with linear and fixed transaction costs, Box-constrained minimization reformulations of complementarity problems in second-order cones, Conditions for error bounds and bounded level sets of some merit functions for the second-order cone complementarity problem, Robust profit opportunities in risky financial portfolios, Robust classification and regression using support vector machines, Cuts for mixed 0-1 conic programming, Constrained linear MPC with time-varying terminal cost using convex combinations, An unconstrained smooth minimization reformulation of the second-order cone complementarity problem, A \(\mathcal{VU}\)-algorithm for convex minimization, Cutting plane algorithms for robust conic convex optimization problems, The convex and monotone functions associated with second-order cone, Support vector regression with noisy data: a second order cone programming approach, Discrete Approximations to Continuum Optimal Flow Problems, On approximatingD-induced polar sets of geometric and extended geometric cones, On approximating D-induced polar sets of a second-order cone by an ellipsoid, Robust convex conic optimization in D-induced duality framework, Variational Methods for Denoising Matrix Fields


Uses Software


Cites Work