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SOC Functions and Their Applications on Hardback by Jein-Shan Chen
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SOC Functions and Their Applications

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Description

This book covers all of the concepts required to tackle second-order cone programs (SOCPs), in order to provide the reader a complete picture of SOC functions and their applications. SOCPs have attracted considerable attention, due to their wide range of applications in engineering, data science, and finance. To deal with this special group of optimization problems involving second-order cones (SOCs), we most often need to employ the following crucial concepts: (i) spectral decomposition associated with SOCs, (ii) analysis of SOC functions, and (iii) SOC-convexity and -monotonicity.  Moreover, we can roughly classify the related algorithms into two categories. One category includes traditional algorithms that do not use complementarity functions. Here, SOC-convexity and SOC-monotonicity play a key role. In contrast, complementarity functions are employed for the other category. In this context, complementarity functions are closely related to SOC functions; consequently, the analysis of SOC functions can help with these algorithms.
Release date Australia
February 20th, 2019
Pages
206
Edition
1st ed. 2019
Audience
  • Professional & Vocational
Illustrations
6 Illustrations, color; 2 Illustrations, black and white; X, 206 p. 8 illus., 6 illus. in color.
ISBN-13
9789811340765
Product ID
28824282

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