Invariance and efficiency of convex representations.

DSpace/Manakin Repository


Search DR-NTU

Advanced Search Subject Search


My Account

Invariance and efficiency of convex representations.

Show simple item record

dc.contributor.author Chua, Chek Beng.
dc.contributor.author Tunçel, Levent.
dc.date.accessioned 2009-07-28T06:27:56Z
dc.date.available 2009-07-28T06:27:56Z
dc.date.copyright 2006
dc.date.issued 2009-07-28T06:27:56Z
dc.identifier.citation Chua, C. B., & Tunçel, L. (2006). Invariance and efficiency of convex representations. Mathematical Programming, 113-140.
dc.identifier.issn 0025-5610
dc.identifier.uri http://hdl.handle.net/10220/4712
dc.description.abstract We consider two notions for the representations of convex cones: G-representation and lifted-G-representation. The former represents a convex cone as a slice of another; the latter allows in addition, the usage of auxiliary variables in the representation.We first study the basic properties of these representations. We show that some basic properties of convex cones are invariant under one notion of representation but not the other. In particular, we prove that lifted-G-representation is closed under duality when the representing cone is self-dual.We also prove that strict mplementarity of a convex optimization problem in conic form is preserved under G-representations. Then we move to study efficiency measures for representations.We evaluate the representations of homogeneous convex cones based on the “smoothness” of the transformations mapping the central path of the representation to the central path of the represented optimization problem.
dc.format.extent 25 p.
dc.language.iso en
dc.relation.ispartofseries Mathematical programming
dc.rights Mathematical Programming @ copyright 2006 Springer-Verlag. The journal's website is located at http://www.springerlink.com.ezlibproxy1.ntu.edu.sg/content/103081.
dc.subject DRNTU::Science::Mathematics::Applied mathematics::Optimization.
dc.title Invariance and efficiency of convex representations.
dc.type Journal Article
dc.contributor.school School of Physical and Mathematical Sciences
dc.identifier.doi http://dx.doi.org/10.1007/s10107-006-0072-6
dc.description.version Accepted version

Files in this item

Files Size Format View Description
2008-convex-rep.pdf 255.4Kb PDF View/Open Accepted version

This item appears in the following Collection(s)

Show simple item record


Total views

All Items Views
Invariance and efficiency of convex representations. 337

Total downloads

All Bitstreams Views
2008-convex-rep.pdf 152

Top country downloads

Country Code Views
United States of America 88
Singapore 15
China 14
Germany 4
United Kingdom 4

Top city downloads

city Views
Mountain View 68
Singapore 15
Cambridge 3
Beijing 2
Chapel Hill 2