Questions tagged [cone]
For questions relating to the mathematical or geometric structure known as a cone.
6
questions
3
votes
1answer
48 views
Extreme rays of a small polyhedral cone: How do I get them?
In a nutshell
I have a small 2-dimensional polyhedral cone.
$$C=\{(x_1,x_2): 2x_1-x_2 \leq 0, x_1+3x_2 \leq 0\}$$
I am looking for a simple, illustrative, procedure to get its extreme rays.
Any ...
0
votes
2answers
123 views
Separating hyperplanes for a convex cone
Let $W$ be a fixed matrix. Define $$\operatorname{pos}W \triangleq \{t \mid Wy =t , y≥ 0\}.$$ It is called the positive hull of $W$. It represents
the set of right-hand sides that can be obtained by a ...
9
votes
1answer
184 views
Intuition behind SOCP and why it sometimes can be solved more efficiently than without transforming it into a SOCP?
I was doing an assignment regarding turbine placements, where one has to write and solve a maximisation problem. As I was reading into the topic, I came across the fact that I could transform the ...
4
votes
1answer
314 views
Transforming a Quadratic constraint to SOCP
I have a problem similar to Markowitz portfolio optimization that I would like to transform into second-order cone programming. I have a linear objective function with a quadratic constraint (assuming ...
8
votes
2answers
164 views
Convex Optimization: Separation of Cones
I am trying to solve Exercise 2.39 at Boyd and Vandenberghe's Convex Optimization book. In one source, the answer is given as:
2.39 Separation of cones. Let $K$ and $\tilde K$ be two convex cones ...
16
votes
3answers
261 views
How to take the dual of a conic optimization problem?
Given a conic problem $$\min \{c^\top x \mid Ax \succeq_\mathit{C} b\}$$ for an arbitrary cone $C$, how can I construct the dual to the problem?
Moreover, in Linear Programming one constructs the ...