SPARSE SECOND ORDER CONE PROGRAMMING FORMULATIONS FOR CONVEX OPTIMIZATION PROBLEMS
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- Kobayashi Kazuhiro
- Department of Mathematical and Computing Sciences, Tokyo Institute of Technology
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- Kim Sunyoung
- Ewha Women's University
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- Kojima Masakazu
- Tokyo Institute of Technology
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抄録
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.
収録刊行物
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- 日本オペレーションズ・リサーチ学会論文誌
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日本オペレーションズ・リサーチ学会論文誌 51 (3), 241-264, 2008
公益社団法人 日本オペレーションズ・リサーチ学会
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詳細情報 詳細情報について
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- CRID
- 1390282679085911296
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- NII論文ID
- 110006884641
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- NII書誌ID
- AA00703935
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- ISSN
- 21888299
- 04534514
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- NDL書誌ID
- 9650147
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- 本文言語コード
- en
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- データソース種別
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- JaLC
- NDL
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- KAKEN
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- 使用不可