翻訳と辞書
Words near each other
・ Conhelo
・ Conhelo Department
・ Conholt
・ Conhydrine
・ Coni
・ Coniacian
・ Coniagas Mine
・ Coniamstown
・ Coniarthonia
・ Coniasaurus
・ Coniastis
・ Conic bundle
・ Conic constant
・ Conic Hill
・ Conic Island
Conic optimization
・ Conic section
・ Conic Sections Rebellion
・ Conica
・ Conica (suborder)
・ Conical combination
・ Conical coordinates
・ Conical drum
・ Conical function
・ Conical Hill
・ Conical hill
・ Conical intersection
・ Conical measure
・ Conical mill
・ Conical pendulum


Dictionary Lists
翻訳と辞書 辞書検索 [ 開発暫定版 ]
スポンサード リンク

Conic optimization : ウィキペディア英語版
Conic optimization

Conic optimization is a subfield of convex optimization that studies a class of structured convex optimization problems called conic optimization problems. A conic optimization problem consists of minimizing a convex function over the intersection of an affine subspace and a convex cone.
The class of conic optimization problems is a subclass of convex optimization problems and it includes some of the most well known classes of convex optimization problems, namely linear and semidefinite programming.
==Definition==

Given a real vector space ''X'', a convex, real-valued function
:f:C \to \mathbb R
defined on a convex cone C \subset X, and an affine subspace \mathcal defined by a set of affine constraints h_i(x) = 0 \ , a conic optimization problem is to find the point x in C \cap \mathcal for which the number f(x) is smallest.
Examples of C include the positive orthant \mathbb_+^n = \left\\right\} , positive semidefinite matrices \mathbb^n_, and the second-order cone \left \\times \mathbb : \lVert x \rVert \leq t \right \} . Often f \ is a linear function, in which case the conic optimization problem reduces to a semidefinite program, a linear program, and a second order cone program, respectively.

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「Conic optimization」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.