Statistical Inference of Second-Order Cone Programming

被引：1
|
作者：
Wang, Jiani [1 ]
Zhang, Liwei [1 ]
机构：
[1] Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China
来源：
ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH | 2018年 / 35卷 / 06期
基金：
中国国家自然科学基金;
关键词：
Second-order cone programming; the problem of minimizing a sum of weighted norms; constraint nondegeneracy; statistical inference; asymptotics;
D O I：
10.1142/S0217595918500446
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
The randomness of the second-order cone programming problems is mainly reflected in the objective function and the constraints both having random vectors. In this paper, we discuss the statistical properties of estimates of the respective optimal value and optimal solutions when the random vectors are estimated by their sample both in the objective function and the constraints, which are based on perturbation analysis theory of second-order cone programming. As an example we consider the problem of minimizing a sum of norms with weights.
引用
收藏
页数：14
相关论文
共 50 条
  • [1] Statistical Inference of Second-Order Cone Programming
    Zhang, Liwei
    Gao, Shengzhe
    Guo, Saoyan
    ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH, 2019, 36 (02)
  • [2] Second-order cone programming
    F. Alizadeh
    D. Goldfarb
    Mathematical Programming, 2003, 95 : 3 - 51
  • [3] Second-order cone programming
    Alizadeh, F
    Goldfarb, D
    MATHEMATICAL PROGRAMMING, 2003, 95 (01) : 3 - 51
  • [4] Second-order variational analysis in second-order cone programming
    Nguyen T. V. Hang
    Boris S. Mordukhovich
    M. Ebrahim Sarabi
    Mathematical Programming, 2020, 180 : 75 - 116
  • [5] Second-order variational analysis in second-order cone programming
    Hang, Nguyen T. V.
    Mordukhovich, Boris S.
    Sarabi, M. Ebrahim
    MATHEMATICAL PROGRAMMING, 2020, 180 (1-2) : 75 - 116
  • [6] Applications of second-order cone programming
    Lobo, MS
    Vandenberghe, L
    Boyd, S
    Lebret, H
    LINEAR ALGEBRA AND ITS APPLICATIONS, 1998, 284 (1-3) : 193 - 228
  • [7] The Q method for the second-order cone programming
    Alizadeh, F.
    Xia, Yu
    Topics in Applied and Theoretical Mathematics and Computer Science, 2001, : 208 - 213
  • [8] Optimality Conditions for Nonlinear Second-Order Cone Programming and Symmetric Cone Programming
    Andreani, Roberto
    Fukuda, Ellen H.
    Haeser, Gabriel
    Santos, Daiana O.
    Secchin, Leonardo D.
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2024, 200 (01) : 1 - 33
  • [9] Optimality Conditions for Nonlinear Second-Order Cone Programming and Symmetric Cone Programming
    Roberto Andreani
    Ellen H. Fukuda
    Gabriel Haeser
    Daiana O. Santos
    Leonardo D. Secchin
    Journal of Optimization Theory and Applications, 2024, 200 : 1 - 33
  • [10] A second-order sequential optimality condition for nonlinear second-order cone programming problems
    Fukuda, Ellen H.
    Okabe, Kosuke
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2025, 90 (03) : 911 - 939
12345