Description
Online Magyar Operációkutatási Szeminárium
Kivonat:
Second-order conic optimization (SOCO) is frequently presented as a special case of the semidefinite optimization, via embedding SOCO in SDO through arrow-head matrix representation of SOC constraints. However, a primal-dual pair of SOCO cannot be mapped simultaneously using the arrow-head matrix representation. Doing so leads to loss of duality and complementarity of optimal solutions. To address this issue, we investigate the relation between primal and dual SOCO problems and their SDO counterpart together with the SDO duals. To map feasible and optimal solutions properly, we introduce admissible rank-1 and rank-2 mappings. We show that the proposed mapping preserves the feasibility and optimality.
We also discuss how the optimal partition of SOCO problems map to the optimal partition of their SDO counterparts.
Joint work with: Pouya Sampourmahani, Mohammadhossein Mohammadisiahroudi
For Zoom access please contact E.-Nagy Marianna (marianna.eisenberg-nagy[at]uni-corvinus.hu).