SPARSE SECOND ORDER CONE PROGRAMMING FORMULATIONS FOR CONVEX OPTIMIZATION PROBLEMS
نویسندگان
چکیده
منابع مشابه
Sparse Second Order Cone Programming Formulations for Convex Optimization Problems
Second order cone program (SOCP) formulations of convex optimization problems are studied. We show that various SOCP formulations can be obtained depending on how auxiliary variables are introduced. An efficient SOCP formulation that increases the computational efficiency is presented by investigating the relationship between the sparsity of an SOCP formulation and the sparsity of the Schur com...
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ژورنال
عنوان ژورنال: Journal of the Operations Research Society of Japan
سال: 2008
ISSN: 0453-4514,2188-8299
DOI: 10.15807/jorsj.51.241