The convex and monotone functions associated with second-order cone

被引:39
作者
Chen, Jein-Shan [1 ]
机构
[1] Natl Taiwan Normal Univ, Dept Math, Taipei 11677, Taiwan
关键词
second-order cone; convex function; monotone function; complementarity; spectral decomposition;
D O I
10.1080/02331930600819514
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
Like the matrix-valued functions used in solutions methods for semidefinite programs (SDPs) and semidefinite complementarity problems (SDCPs), the vector-valued functions associated with second-order cones are defined analogously and also used in solutions methods for second-order-cone programs (SOCPs) and second-order-cone complementarity problems (SOCCPs). In this article, we study further about these vector-valued functions associated with second-order cones (SOCs). In particular, we define the so-called SOC-convex and SOC-monotone functions for any given function f: R -> R. We discuss the SOC-convexity and SOC-monotonicity for some simple functions, e.g., f(t) = t(2), t(3), 1/t, t(1/2). vertical bar t vertical bar, and [t](+). Some characterizations of SOC-convex and SOC-monotone functions are studied, and some conjectures about the relationship between SOC-convex and SOC-monotone functions are proposed.
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页码:363 / 385
页数:23
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