On the Identification of the Optimal Partition of Second Order Cone Optimization Problems
This paper discusses the identification of the optimal partition of second order cone optimization (SOCO). By giving some condition numbers which only depend on the SOCO problem itself, we derive some bounds on the magnitude of the blocks of variables along the central path and prove that the optima...
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| Veröffentlicht in: | SIAM journal on optimization 2014-01, Vol.24 (1), p.385-414 |
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| creator | Terlaky, Tamas Wang, Zhouhong |
| description | This paper discusses the identification of the optimal partition of second order cone optimization (SOCO). By giving some condition numbers which only depend on the SOCO problem itself, we derive some bounds on the magnitude of the blocks of variables along the central path and prove that the optimal partition $\mathcal{B}, \mathcal{N}, \mathcal{R}$, and $\mathcal{T}$ for SOCO problems can be identified along the central path when the barrier parameter $\mu$ is small enough. Then we generalize the results to a specific neighborhood of the central path. [PUBLICATION ABSTRACT] |
| doi_str_mv | 10.1137/120890880 |
| format | Article |
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| ispartof | SIAM journal on optimization, 2014-01, Vol.24 (1), p.385-414 |
| issn | 1052-6234 1095-7189 |
| language | eng |
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| source | SIAM Journals Online |
| subjects | Applied mathematics Barriers Optimization Partitions Variables |
| title | On the Identification of the Optimal Partition of Second Order Cone Optimization Problems |
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