• Title/Summary/Keyword: second order cone

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SECOND ORDER DUALITY IN VECTOR OPTIMIZATION OVER CONES

  • Suneja, S.K.;Sharma, Sunila;Vani, Vani
    • Journal of applied mathematics & informatics
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    • v.26 no.1_2
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    • pp.251-261
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    • 2008
  • In this paper second order cone convex, second order cone pseudoconvex, second order strongly cone pseudoconvex and second order cone quasiconvex functions are introduced and their interrelations are discussed. Further a MondWeir Type second order dual is associated with the Vector Minimization Problem and the weak and strong duality theorems are established under these new generalized convexity assumptions.

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COMPUTATION OF DIVERGENCES AND MEDIANS IN SECOND ORDER CONES

  • Kum, Sangho
    • Nonlinear Functional Analysis and Applications
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    • v.26 no.4
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    • pp.649-662
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    • 2021
  • Recently the author studied a one-parameter family of divergences and considered the related median minimization problem of finite points over these divergences in general symmetric cones. In this article, to utilize the results practically, we deal with a special symmetric cone called second order cone, which is important in optimization fields. To be more specific, concrete computations of divergences with its gradients and the unique minimizer of the median minimization problem of two points are provided skillfully.

SOLUTION SETS OF SECOND-ORDER CONE LINEAR FRACTIONAL OPTIMIZATION PROBLEMS

  • Kim, Gwi Soo;Kim, Moon Hee;Lee, Gue Myung
    • Nonlinear Functional Analysis and Applications
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    • v.26 no.1
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    • pp.65-70
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    • 2021
  • We characterize the solution set for a second-order cone linear fractional optimization problem (P). We present sequential Lagrange multiplier characterizations of the solution set for the problem (P) in terms of sequential Lagrange multipliers of a known solution of (P).

ON COMPLEXITY ANALYSIS OF THE PRIMAL-DUAL INTERIOR-POINT METHOD FOR SECOND-ORDER CONE OPTIMIZATION PROBLEM

  • Choi, Bo-Kyung;Lee, Gue-Myung
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.14 no.2
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    • pp.93-111
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    • 2010
  • The purpose of this paper is to obtain new complexity results for a second-order cone optimization (SOCO) problem. We define a proximity function for the SOCO by a kernel function. Furthermore we formulate an algorithm for a large-update primal-dual interior-point method (IPM) for the SOCO by using the proximity function and give its complexity analysis, and then we show that the new worst-case iteration bound for the IPM is $O(q\sqrt{N}(logN)^{\frac{q+1}{q}}log{\frac{N}{\epsilon})$, where $q{\geqq}1$.

ON SECOND ORDER NECESSARY OPTIMALITY CONDITIONS FOR VECTOR OPTIMIZATION PROBLEMS

  • Lee, Gue-Myung;Kim, Moon-Hee
    • Journal of the Korean Mathematical Society
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    • v.40 no.2
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    • pp.287-305
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    • 2003
  • Second order necessary optimality condition for properly efficient solutions of a twice differentiable vector optimization problem is given. We obtain a nonsmooth version of the second order necessary optimality condition for properly efficient solutions of a nondifferentiable vector optimization problem. Furthermore, we prove a second order necessary optimality condition for weakly efficient solutions of a nondifferentiable vector optimization problem.

SOLUTIONS OF NONCONVEX QUADRATIC OPTIMIZATION PROBLEMS VIA DIAGONALIZATION

  • YU, MOONSOOK;KIM, SUNYOUNG
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.5 no.2
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    • pp.137-147
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    • 2001
  • Nonconvex Quadratic Optimization Problems (QOP) are solved approximately by SDP (semidefinite programming) relaxation and SOCP (second order cone programmming) relaxation. Nonconvex QOPs with special structures can be solved exactly by SDP and SOCP. We propose a method to formulate general nonconvex QOPs into the special form of the QOP, which can provide a way to find more accurate solutions. Numerical results are shown to illustrate advantages of the proposed method.

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MULTIOBJECTIVE SECOND-ORDER NONDIFFERENTIABLE SYMMETRIC DUALITY INVOLVING (F, $\alpha$, $\rho$, d)-CONVEX FUNCTIONS

  • Gupta, S.K.;Kailey, N.;Sharma, M.K.
    • Journal of applied mathematics & informatics
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    • v.28 no.5_6
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    • pp.1395-1408
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    • 2010
  • In this paper, a pair of Wolfe type second-order nondifferentiable multiobjective symmetric dual program over arbitrary cones is formulated. Weak, strong and converse duality theorems are established under second-order (F, $\alpha$, $\rho$, d)-convexity assumptions. An illustration is given to show that second-order (F, $\alpha$, $\rho$, d)-convex functions are generalization of second-order F-convex functions. Several known results including many recent works are obtained as special cases.

Sparse Second-Order Cone Programming for 3D Reconstruction

  • Lee, Hyun-Jung;Lee, Sang-Wook;Seo, Yong-Duek
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2009.01a
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    • pp.103-107
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    • 2009
  • This paper presents how to minimize the second-order cone programming problem occurring in the 3D reconstruction of multiple views. The $L_{\infty}$-norm minimization is done by a series of the minimization of the maximum infeasibility. Since the problem has many inequality constraints, we have to adopt methods of the interior point algorithm, in which the inequalities are sequentially approximated by log-barrier functions. An initial feasible solution is found easily by the construction of the problem. Actual computing is done by an iterative Newton-style update. When we apply the interior point method to the problem of reconstructing the structure and motion, every Newton update requires to solve a very large system of linear equations. We show that the sparse bundle-adjustment technique can be utilized in the same way during the Newton update, and therefore we obtain a very efficient computation.

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