SPARSE SECOND ORDER CONE PROGRAMMING FORMULATIONS FOR CONVEX OPTIMIZATION PROBLEMS
スポンサーリンク
概要
- 論文の詳細を見る
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.
- 社団法人日本オペレーションズ・リサーチ学会の論文
著者
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Kojima Masakazu
Tokyo Institute of Technology
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Kim Sunyoung
Ewha Women's University
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Kobayashi Kazuhiro
Department Of Legal Medicine Graduate School Of Medicine Chiba University
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Kobayashi Kazuhiro
Department Of Mathematical And Computing Sciences Tokyo Institute Of Technology
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Kobayashi Kazuhiro
Department Of Chemistry Faculty Of Science Chiba University
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Kobayashi Kazuhiro
Department Of Chemical Science And Engineering Kobe University
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