Intrinsic volumes of symmetric cones and applications in convex programming (Q2515035)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Intrinsic volumes of symmetric cones and applications in convex programming |
scientific article |
Statements
Intrinsic volumes of symmetric cones and applications in convex programming (English)
0 references
9 February 2015
0 references
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.
0 references
random convex programs
0 references
semidefinite programming
0 references
intrinsic volumes
0 references
symmetric cones
0 references
Mehta's integral
0 references
0 references