The decompositions with respect to two core non-symmetric cones

被引:3
|
作者
Lu, Yue [1 ]
Yang, Ching-Yu [2 ]
Chen, Jein-Shan [2 ]
Qi, Hou-Duo [3 ]
机构
[1] Tianjin Normal Univ, Sch Math Sci, Tianjin 300387, Peoples R China
[2] Natl Taiwan Normal Univ, Dept Math, Taipei 11677, Taiwan
[3] Univ Southampton, Sch Math, Southampton SO17 1BJ, Hants, England
基金
中国国家自然科学基金;
关键词
Moreau decomposition theorem; Power cone; Exponential cone; Non-symmetric cones; HYPERBOLIC POLYNOMIALS; 2ND-ORDER; OPTIMIZATION; DUALITY; SMOOTH;
D O I
10.1007/s10898-019-00845-3
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
It is known that the analysis to tackle with non-symmetric cone optimization is quite different from the way to deal with symmetric cone optimization due to the discrepancy between these types of cones. However, there are still common concepts for both optimization problems, for example, the decomposition with respect to the given cone, smooth and nonsmooth analysis for the associated conic function, conic-convexity, conic-monotonicity and etc. In this paper, motivated by Chares's thesis (Cones and interior-point algorithms for structured convex optimization involving powers and exponentials, 2009), we consider the decomposition issue of two core non-symmetric cones, in which two types of decomposition formulae will be proposed, one is adapted from the well-known Moreau decomposition theorem and the other follows from geometry properties of the given cones. As a byproduct, we also establish the conic functions of these cones and generalize the power cone case to its high-dimensional counterpart.
引用
收藏
页码:155 / 188
页数:34
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