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Soc Functions and Their Applications by Jein-Shan Chen

Soc Functions and Their Applications

by Jein-Shan Chen
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Book cover type: Hardcover
  • ISBN13: 9789811340765
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 206
  • Original Price: EUR 119.99
  • Language: English
  • Edition: 2019
  • Item Weight: 486 grams
  • BISAC Subject(s): Operations Research, Probability & Statistics / General, and Management Science

From the Back Cover
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.

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