SOC Functions and Their Applications (Hardcover, 1st ed. 2019)

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.

General

Imprint:	Springer Verlag, Singapore
Country of origin:	Singapore
Series:	Springer Optimization and Its Applications, 143
Release date:	February 2019
First published:	2019
Authors:	Jein-Shan Chen
Dimensions:	235 x 155mm (L x W)
Format:	Hardcover
Pages:	206
Edition:	1st ed. 2019
ISBN-13:	978-981-13-4076-5
Categories:	Books > Computing & IT > General theory of computing > Data structures Books > Computing & IT > Computer programming > Algorithms & procedures Promotions
LSN:	981-13-4076-5
Barcode:	9789811340765

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