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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 : defined on a convex cone , and an affine subspace defined by a set of affine constraints , a conic optimization problem is to find the point in for which the number is smallest. Examples of include the positive orthant , positive semidefinite matrices , and the second-order cone . Often 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
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