• Title/Summary/Keyword: second-order cone optimization problem

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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).

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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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.

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.

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 $q{\geqq}1$.

Trajectory Optimization for Impact Angle Control based on Sequential Convex Programming (순차 컨벡스 프로그래밍을 이용한 충돌각 제어 비행궤적 최적화)

  • Kwon, Hyuck-Hoon;Shin, Hyo-Sub;Kim, Yoon-Hwan;Lee, Dong-Hee
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.68 no.1
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    • pp.159-166
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    • 2019
  • Due to the various engagement situations, it is very difficult to generate the optimal trajectory with several constraints. This paper investigates the sequential convex programming for the impact angle control with the additional constraint of altitude limit. Recently, the SOCP(Second-Order Cone Programming), which is one area of the convex optimization, is widely used to solve variable optimal problems because it is robust to initial values, and resolves problems quickly and reliably. The trajectory optimization problem is reconstructed as convex optimization problem using appropriate linearization and discretization. Finally, simulation results are compared with analytic result and nonlinear optimization result for verification.

Mid-course Trajectory Optimization for Boost-Glide Missiles Based on Convex Programming (컨벡스 프로그래밍을 이용한 추진-활공 유도탄의 중기궤적 최적화)

  • Kwon, Hyuck-Hoon;Hong, Seong-Min;Kim, Gyeong-Hun;Kim, Yoon-Hwan
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.49 no.1
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    • pp.21-30
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    • 2021
  • Mid-course trajectory of the missiles equipped with seeker should be designed to detect target within FOV of seeker and to maximize the maneuverability at the point of transition to terminal guidance phase. Because the trajectory optimization problems are generally hard to obtain the analytic solutions due to its own nonlinearity with several constraints, the various numerical methods have been presented so far. In this paper, mid-course trajectory optimization problem for boost-glide missiles is calculated by using SOCP (Second-Order Cone Programming) which is one of convex optimization methods. At first, control variable augmentation scheme with a control constraint is suggested to reduce state variables of missile dynamics. And it is reformulated using a normalized time approach to cope with a free final time problem and boost time problem. Then, partial linearization and lossless convexification are used to convexify dynamic equation and control constraint, respectively. Finally, the results of the proposed method are compared with those of state-of-the-art nonlinear optimization method for verification.

Small Base Station Association and Cooperative Receiver Design for HetNets via Distributed SOCP

  • Lu, Li;Wang, Desheng;Zhao, Hongyi;Liu, Yingzhuang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.12
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    • pp.5212-5230
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    • 2016
  • How to determine the right number of small base stations to activate in multi-cell uplinks to match traffic from a fixed quantity of K users is an open question. This paper analyses the uplink cooperative that jointly receives base stations activation to explore this question. This paper is different from existing works only consider transmitting power as optimization objective function. The global objective function is formulated as a summation of two terms: transmitting power for data and coordinated overhead for control. Then, the joint base stations activation and beamforming problem is formulated as a mixed integer second order cone optimization. To solve this problem, we develop two polynomial-time distributed methods. Method one is a two-stage solution which activates no more than K small base stations (SBSs). Method two is a heuristic algorithm by dual decomposition to MI-SOCP that activates more SBSs to obtain multiple-antennae diversity gains. Thanks to the parallel computation for each node, our methods are more computationally efficient. The strengths and weaknesses of these two proposed two algorithms are also compared using numerical results.