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SOC Functions and Their Applications

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  • © 2019

Overview

  • Provide the reader a complete picture of SOC functions and their applications
  • Covers all of the concepts required, such as spectral decomposition associated with SOCs, analysis of SOC functions, and SOC-convexity and -monotonicity to tackle second-order cone programs (SOCPs)
  • Employs complementarity functions
  • Pays attention to applications and offers a direction for future investigation of SOC functions

Part of the book series: Springer Optimization and Its Applications (SOIA, volume 143)

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Table of contents (5 chapters)

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About this book

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.

Authors and Affiliations

  • Department of Mathematics, National Taiwan Normal University, Taipei, Taiwan

    Jein-Shan Chen

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