Cone order association and stochastic cone ordering with applications to order-restricted testing
نویسندگان
چکیده
منابع مشابه
Applications of Second Order Cone Programming
A significant special case of the problems which could be solved were those whose constraints were given by semidefinite cones. A Semidefinite Program (SDP) is an optimisation over the intersection of an affine set and cone of positive semidefinite matrices (Alizadeh and Goldfarb, 2001). Cone programming is discussed more in Section 3. Within semidefinite programming there is a smaller set of p...
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We consider a fractional program with both linear and quadratic equation in numerator and denominator having second order cone (SOC) constraints. With a suitable change of variable, we transform the problem into a second order cone programming (SOCP) problem. For the quadratic fractional case, using a relaxation, the problem is reduced to a semi-definite optimization (SDO) program. The p...
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In a second-order cone program (SOCP) a linear function is minimized over the intersection of an a ne set and the product of second-order (quadratic) cones. SOCPs are nonlinear convex problems that include linear and (convex) quadratic programs as special cases, but are less general than semide nite programs (SDPs). Several e cient primal-dual interior-point methods for SOCP have been developed...
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Second-order cone programming (SOCP) problems are convex optimization problems in which a linear function is minimized over the intersection of an affine linear manifold with the Cartesian product of second-order (Lorentz) cones. Linear programs, convex quadratic programs and quadratically constrained convex quadratic programs can all be formulated as SOCP problems, as can many other problems t...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1996
ISSN: 0090-5364
DOI: 10.1214/aos/1069362308