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Applications of second-order cone programming
Second-order cone programming linear function affine sets linear nonlinear convex problem quadratic program
2015/8/11
In a second-order cone program (SOCP) a linear function is minimized over the intersection of an affine set and the product of second-order (quadratic) cones. SOCPs are nonlinear convex problems that ...
Array signal processing with robust rejection constraints via second-order cone programming
Vector and array signal processing noise the ellipsoid array robust optimization
2015/8/10
We consider the array signal processing problem of choosing the weight vector to minimize noise power, subject to a unit array gain for the desired wave, and subject to rejection constraints on interf...
An Interior-point Trust Region Algorithm for General Symmetric Cone Programming
interior-point algorithm trust-region subproblem symmetric cone
2012/8/1
An interior-point trust-region algorithm is proposed for minimization of general (perhaps, non-convex) quadratic objective function over the domain obtained as the intersection of a symmetric cone wit...