A second order conic programming (SOCP) model is proposed based on the information gap decision theory (IGDT) to maximize load pickup considering the uncertainty of load increment. Because distribution functions
(2017). Second order cone programming approach to two-stage network data envelopment analysis. European Journal of Operational Research, 262(1), 231238] converted the general multiplicative two-stage DEA (data envelopment analysis) network model into a parametric/single second order conic programming ...
Second-order analyses in the conic context were first done by [10], and later generalized by [11]. Then, second-order necessary optimality conditions for SOCP were proposed in [12]. We refer to [13] for details about optimality conditions for SOCP and general conic optimization. Moreover, ...
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Embedded Conic Solver (ECOS) ECOS is a numerical software for solving convex second-order cone programs (SOCPs) of type min c'*x s.t. A*x = b G*x <=_K h where the last inequality is generalized, i.e.h - G*xbelongs to the coneK. ECOS supports the positive orthantR_+, second...
This paper is concerned with a multiobjective convex polynomial problem, where the objective and constraint functions are first-order scaled diagonally dom
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Risk optimization with p-order conic constraints My dissertation considers solving of linear programming problems with p-order conic constraints that are related to a class of stochastic optimization mode... PA Soberanis - 《Dissertations & Theses Gradworks》 被引量: 59发表: 2009年 Optimal Path Prob...
Second-order coneIn this paper, we study cut generating functions for conic sets. Our first main result shows that if the conic set is bounded, then cut generating functions for integer linear programs can easily be adapted to give the integer hull of the conic integer program. Then we ...
It is also shown that the Wasserstein-moment ambiguity set-based distributionally robust portfolio optimization can be reduced to a semidefinite program and second-order conic programming. We use a cutting plane to solve our second-order stochastic dominance constraint portfolio optimization problem with ...