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  • © 2019

SOC Functions and Their Applications

Authors:

  • 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)

  1. Front Matter

    Pages i-x
  2. SOC Functions

    • Jein-Shan Chen
    Pages 1-37
  3. SOC-Convexity and SOC-Monotonity

    • Jein-Shan Chen
    Pages 39-99
  4. Algorithmic Applications

    • Jein-Shan Chen
    Pages 101-158
  5. SOC Means and SOC Inequalities

    • Jein-Shan Chen
    Pages 159-188
  6. Possible Extensions

    • Jein-Shan Chen
    Pages 189-200
  7. Back Matter

    Pages 201-206

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

Bibliographic Information

Buy it now

Buying options

eBook USD 99.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Hardcover Book USD 129.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access