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Sparse second order cone programming formulations for convex optimization problems

Title
Sparse second order cone programming formulations for convex optimization problems
Authors
Kobayashi K.Kim S.Kojima M.
Ewha Authors
김선영
SCOPUS Author ID
김선영scopus
Issue Date
2008
Journal Title
Journal of the Operations Research Society of Japan
ISSN
0453-4514JCR Link
Citation
vol. 51, no. 3, pp. 241 - 264
Indexed
SCOPUS WOS scopus
Abstract
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 complement matrix. Numerical results of selected test problems using SeDuMi and LANCELOT are included to demonstrate the performance of the SOCP formulation.
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자연과학대학 > 수학전공 > Journal papers
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