2019arXiv (Cornell University)Open access

The cone of Z-transforations on the second order cone

S. Z. Németh, M. Seetharama Gowda

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Abstract

In this paper, we describe the structural properties of the cone of $\mathcal{Z}$-transformations on the second order cone in terms of the semidefinite cone and copositive/completely positive cones induced by the second order cone and its boundary. In particular, we describe its dual as a slice of the semidefinite cone as well as a slice of the completely positive cone of the second order cone. This provides an example of an instance where a conic linear program on a completely positive cone is reduced to a problem on the semidefinite cone.

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What this paper is about

In this paper, we describe the structural properties of the cone of $\mathcal{Z}$-transformations on the second order cone in terms of the semidefinite cone and copositive/completely positive cones induced by the second order cone and its boundary. In particular, we describe its dual as a slice of the semidefinite cone as well as a slice of the completely positive cone of the second order cone. This provides an example of an instance where a conic linear program on a completely positive cone is reduced to a problem on the semidefinite cone.

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Available abstract

In this paper, we describe the structural properties of the cone of $\mathcal{Z}$-transformations on the second order cone in terms of the semidefinite cone and copositive/completely positive cones induced by the second order cone and its boundary. In particular, we describe its dual as a slice of the semidefinite cone as well as a slice of the completely positive cone of the second order cone. This provides an example of an instance where a conic linear program on a completely positive cone is reduced to a problem on the semidefinite cone.

Key concepts: Cone (formal languages), Conic section, Dual cone and polar cone, Conic optimization, Second-order cone programming, Mathematics, Order (exchange), Positive-definite matrix

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