-

 

 

 




Optimization Online





 

Sampling with respect to a class of measures arising in second-order cone optimization with rank constraints

Leonid Faybusovich (lfaybuso***at***yahoo.com)

Abstract: We describe a classof measures on second-order cones as a push-forward of the Cartesian product of a probabilistic measure on positive semi-line corresponding to Gamma distribution and the uniform measure on the sphere

Keywords: Jordan algebras, optimization, sampling

Category 1: Linear, Cone and Semidefinite Programming (Second-Order Cone Programming )

Citation: report, Department of Mathematics, University of Notre Dame, July, 2011

Download: [PDF]

Entry Submitted: 08/24/2011
Entry Accepted: 08/24/2011
Entry Last Modified: 08/26/2011

Modify/Update this entry


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society