Please use this identifier to cite or link to this item:
|Title:||A note on treating a second order cone program as a special case of a semidefinite program||Authors:||SIM CHEE KHIAN
|Issue Date:||Apr-2005||Citation:||SIM CHEE KHIAN, Zhao, G. (2005-04). A note on treating a second order cone program as a special case of a semidefinite program. Mathematical Programming 102 (3) : 609-613. ScholarBank@NUS Repository. https://doi.org/10.1007/s10107-004-0546-3||Abstract:||It is well known that a vector is in a second order cone if and only if its "arrow" matrix is positive semidefinite. But much less well-known is about the relation between a second order cone program (SOCP) and its corresponding semidefinite program (SDP). The correspondence between the dual problem of SOCP and SDP is quite direct and the correspondence between the primal problems is much more complicated. Given a SDP primal optimal solution which is not necessarily "arrow-shaped", we can construct a SOCP primal optimal solution. The mapping from the primal optimal solution of SDP to the primal optimal solution of SOCP can be shown to be unique. Conversely, given a SOCP primal optimal solution, we can construct a SDP primal optimal solution which is not an "arrow" matrix. Indeed, in general no primal optimal solutions of the SOCP-related SDP can be an "arrow" matrix. © Springer-Verlag 2004.||Source Title:||Mathematical Programming||URI:||http://scholarbank.nus.edu.sg/handle/10635/102717||ISSN:||00255610||DOI:||10.1007/s10107-004-0546-3|
|Appears in Collections:||Staff Publications|
Show full item record
Files in This Item:
There are no files associated with this item.
checked on Nov 24, 2020
WEB OF SCIENCETM
checked on Nov 16, 2020
checked on Nov 22, 2020
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.