翻訳と辞書 Words near each other ・ Second-hand Smoke ・ Second-harmonic generation ・ Second-harmonic imaging microscopy ・ Second-impact syndrome ・ Second-in-command ・ Second-language acquisition ・ Second-language acquisition classroom research ・ Second-language attrition ・ Second-language phonology ・ Second-level domain ・ Second-order ・ Second-order arithmetic ・ Second-order cellular automaton ・ Second-order co-occurrence pointwise mutual information ・ Second-order conditioning ・ Second-order cone programming ・ Second-order cybernetics ・ Second-order election ・ Second-order fluid ・ Second-order intercept point ・ Second-order logic ・ Second-order predicate ・ Second-order propositional logic ・ Second-order simulacra ・ Second-order stimulus ・ Second-person narrative ・ Second-rate ・ Second-term curse ・ Second-tier Mexican sugar ・ Second-tier sourcing Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Second-order cone programming ： ウィキペディア英語版 Second-order cone programming A second-order cone program (SOCP) is a convex optimization problem of the form :minimize $\backslash \; f^T\; x\; \backslash$ :subject to ::$\backslash lVert\; A\_i\; x\; +\; b\_i\; \backslash rVert\_2\; \backslash leq\; c\_i^T\; x\; +\; d\_i,\backslash quad\; i\; =\; 1,\backslash dots,m$ ::$Fx\; =\; g\; \backslash$ where the problem parameters are $f\; \backslash in\; \backslash mathbb^n,\; \backslash \; A\_i\; \backslash in\; \backslash mathbb^\backslash times\; n\},\; \backslash \; b\_i\; \backslash in\; \backslash mathbb^,\; \backslash \; c\_i\; \backslash in\; \backslash mathbb^n,\; \backslash \; d\_i\; \backslash in\; \backslash mathbb,\; \backslash \; F\; \backslash in\; \backslash mathbb^$, and $g\; \backslash in\; \backslash mathbb^p$. Here $x\backslash in\backslash mathbb^n$ is the optimization variable. 〔}〕 When $A\_i\; =\; 0$ for $i\; =\; 1,\backslash dots,m$, the SOCP reduces to a linear program. When $c\_i\; =\; 0$ for $i\; =\; 1,\backslash dots,m$, the SOCP is equivalent to a convex quadratically constrained linear program. Quadratically constrained quadratic programs can also be formulated as SOCPs by reformulating the objective function as a constraint. Semidefinite programming subsumes SOCPs as the SOCP constraints can be written as linear matrix inequalities (LMI) and can be reformulated as an instance of semi definite program. SOCPs can be solved with great efficiency by interior point methods. ==Example: Quadratic constraint== Consider a quadratic constraint of the form :$x^T\; A^T\; A\; x\; +\; b^T\; x\; +\; c\; \backslash leq\; 0.$ This is equivalent to the SOC constraint :$\backslash left\backslash |$ \begin (1 + b^T x +c)/2\\ Ax \end \right\|_2 \leq (1 - b^T x -c)/2. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Second-order cone programming」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.