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Power Cone
In linear algebra, a power cone is a kind of a convex cone that is particularly important in modeling convex optimization problems. It is a generalization of the quadratic cone: the quadratic cone is defined using a quadratic equation (with the power 2), whereas a power cone can be defined using any power, not necessarily 2. Definition The ''n''-dimensional power cone is parameterized by a real number 0 Applications The main application of the power cone is in constraints ofconvex optimization
Convex optimization is a subfield of mathematical optimization that studies the problem of minimizing convex functions over convex ...
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Linear Algebra
Linear algebra is the branch of mathematics concerning linear equations such as :a_1x_1+\cdots +a_nx_n=b, linear maps such as :(x_1, \ldots, x_n) \mapsto a_1x_1+\cdots +a_nx_n, and their representations in vector spaces and through matrix (mathematics), matrices. Linear algebra is central to almost all areas of mathematics. For instance, linear algebra is fundamental in modern presentations of geometry, including for defining basic objects such as line (geometry), lines, plane (geometry), planes and rotation (mathematics), rotations. Also, functional analysis, a branch of mathematical analysis, may be viewed as the application of linear algebra to Space of functions, function spaces. Linear algebra is also used in most sciences and fields of engineering because it allows mathematical model, modeling many natural phenomena, and computing efficiently with such models. For nonlinear systems, which cannot be modeled with linear algebra, it is often used for dealing with first-order a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Convex Cone
In linear algebra, a cone—sometimes called a linear cone to distinguish it from other sorts of cones—is a subset of a real vector space that is closed under positive scalar multiplication; that is, C is a cone if x\in C implies sx\in C for every . This is a broad generalization of the standard cone in Euclidean space. A convex cone is a cone that is also closed under addition, or, equivalently, a subset of a vector space that is closed under linear combinations with positive coefficients. It follows that convex cones are convex sets. The definition of a convex cone makes sense in a vector space over any ordered field, although the field of real numbers is used most often. Definition A subset C of a vector space is a cone if x\in C implies sx\in C for every s>0. Here s>0 refers to (strict) positivity in the scalar field. Competing definitions Some other authors require ,\infty)C\subset C or even 0\in C. Some require a cone to be convex and/or satisfy C\cap-C\subset\. ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Convex Optimization
Convex optimization is a subfield of mathematical optimization that studies the problem of minimizing convex functions over convex sets (or, equivalently, maximizing concave functions over convex sets). Many classes of convex optimization problems admit polynomial-time algorithms, whereas mathematical optimization is in general NP-hard. Definition Abstract form A convex optimization problem is defined by two ingredients: * The ''objective function'', which is a real-valued convex function of ''n'' variables, f :\mathcal D \subseteq \mathbb^n \to \mathbb; * The ''feasible set'', which is a convex subset C\subseteq \mathbb^n. The goal of the problem is to find some \mathbf \in C attaining :\inf \. In general, there are three options regarding the existence of a solution: * If such a point ''x''* exists, it is referred to as an ''optimal point'' or ''solution''; the set of all optimal points is called the ''optimal set''; and the problem is called ''solvable''. * If f is unbou ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Generalization
A generalization is a form of abstraction whereby common properties of specific instances are formulated as general concepts or claims. Generalizations posit the existence of a domain or set of elements, as well as one or more common characteristics shared by those elements (thus creating a conceptual model). As such, they are the essential basis of all valid deductive inferences (particularly in logic, mathematics and science), where the process of verification is necessary to determine whether a generalization holds true for any given situation. Generalization can also be used to refer to the process of identifying the parts of a whole, as belonging to the whole. The parts, which might be unrelated when left on their own, may be brought together as a group, hence belonging to the whole by establishing a common relation between them. However, the parts cannot be generalized into a whole—until a common relation is established among ''all'' parts. This does not mean that the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Quadratic Cone
A second-order cone program (SOCP) is a convex optimization problem of the form :minimize \ f^T x \ :subject to ::\lVert A_i x + b_i \rVert_2 \leq c_i^T x + d_i,\quad i = 1,\dots,m ::Fx = g \ where the problem parameters are f \in \mathbb^n, \ A_i \in \mathbb^, \ b_i \in \mathbb^, \ c_i \in \mathbb^n, \ d_i \in \mathbb, \ F \in \mathbb^, and g \in \mathbb^p. x\in\mathbb^n is the optimization variable. \lVert x \rVert_2 is the Euclidean norm and ^T indicates transpose. The "second-order cone" in SOCP arises from the constraints, which are equivalent to requiring the affine function (A x + b, c^T x + d) to lie in the second-order cone in \mathbb^. SOCPs can be solved by interior point methods and in general, can be solved more efficiently than semidefinite programming (SDP) problems. Some engineering applications of SOCP include filter design, antenna array weight design, truss design, and grasping force optimization in robotics. Applications in quantitative finance include ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Quadratic Equation
In mathematics, a quadratic equation () is an equation that can be rearranged in standard form as ax^2 + bx + c = 0\,, where the variable (mathematics), variable represents an unknown number, and , , and represent known numbers, where . (If and then the equation is linear equation, linear, not quadratic.) The numbers , , and are the ''coefficients'' of the equation and may be distinguished by respectively calling them, the ''quadratic coefficient'', the ''linear coefficient'' and the ''constant coefficient'' or ''free term''. The values of that satisfy the equation are called ''solution (mathematics), solutions'' of the equation, and ''zero of a function, roots'' or ''zero of a function, zeros'' of the quadratic function on its left-hand side. A quadratic equation has at most two solutions. If there is only one solution, one says that it is a double root. If all the coefficients are real numbers, there are either two real solutions, or a single real double root, or two comple ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Exponentiation
In mathematics, exponentiation, denoted , is an operation (mathematics), operation involving two numbers: the ''base'', , and the ''exponent'' or ''power'', . When is a positive integer, exponentiation corresponds to repeated multiplication of the base: that is, is the product (mathematics), product of multiplying bases: b^n = \underbrace_.In particular, b^1=b. The exponent is usually shown as a superscript to the right of the base as or in computer code as b^n. This binary operation is often read as " to the power "; it may also be referred to as " raised to the th power", "the th power of ", or, most briefly, " to the ". The above definition of b^n immediately implies several properties, in particular the multiplication rule:There are three common notations for multiplication: x\times y is most commonly used for explicit numbers and at a very elementary level; xy is most common when variable (mathematics), variables are used; x\cdot y is used for emphasizing that one ta ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Parameter
A parameter (), generally, is any characteristic that can help in defining or classifying a particular system (meaning an event, project, object, situation, etc.). That is, a parameter is an element of a system that is useful, or critical, when identifying the system, or when evaluating its performance, status, condition, etc. ''Parameter'' has more specific meanings within various disciplines, including mathematics, computer programming, engineering, statistics, logic, linguistics, and electronic musical composition. In addition to its technical uses, there are also extended uses, especially in non-scientific contexts, where it is used to mean defining characteristics or boundaries, as in the phrases 'test parameters' or 'game play parameters'. Modelization When a system theory, system is modeled by equations, the values that describe the system are called ''parameters''. For example, in mechanics, the masses, the dimensions and shapes (for solid bodies), the densities and t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Real Number
In mathematics, a real number is a number that can be used to measure a continuous one- dimensional quantity such as a duration or temperature. Here, ''continuous'' means that pairs of values can have arbitrarily small differences. Every real number can be almost uniquely represented by an infinite decimal expansion. The real numbers are fundamental in calculus (and in many other branches of mathematics), in particular by their role in the classical definitions of limits, continuity and derivatives. The set of real numbers, sometimes called "the reals", is traditionally denoted by a bold , often using blackboard bold, . The adjective ''real'', used in the 17th century by René Descartes, distinguishes real numbers from imaginary numbers such as the square roots of . The real numbers include the rational numbers, such as the integer and the fraction . The rest of the real numbers are called irrational numbers. Some irrational numbers (as well as all the rationals) a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
