Linear Project Second Order-Cone Programme
Zhenhua Li, Wenling Zhao
Abstract
Zhenhua Li, Wenling Zhao
Abstract
In recent years cone constraint optimization proble ms has been favored by scholars, especially for the second-order cone constraints programming problem,they have carried on the detailed study, had got the corresponding theoretical achievements. In this pap er, on the basis of the existing cone constraint op timization problem, we puts forward the definition of projecti on second-order cone ,we related properties of this cone and the corresponding convexity function, the linear projec ted second-order cone constraint programme problem, the dual problem, the optimality conditions ,we can converte d it into corresponding second-order cone programme problems.
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In recent years cone constraint optimization proble ms has been favored by scholars, especially for the second-order cone constraints programming problem,they have carried on the detailed study, had got the corresponding theoretical achievements. In this pap er, on the basis of the existing cone constraint op timization problem, we puts forward the definition of projecti on second-order cone ,we related properties of this cone and the corresponding convexity function, the linear projec ted second-order cone constraint programme problem, the dual problem, the optimality conditions ,we can converte d it into corresponding second-order cone programme problems.
Key concepts: Cone (formal languages), Second-order cone programming, Dual cone and polar cone, Convexity, Constraint (computer-aided design), Mathematics, Mathematical optimization, Linear programming