On Second-Order Cone Functions

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Abstract

We consider the second-order cone function (SOCF) (formula presented) defned by (formula presented), with parameters (formula presented).Every SOCF is concave.We give necessary and sufcient conditions for strict concavity of f. Te parameters A and b are not uniquely determined. We show that every SOCF can be written in the form (formula presented). We give necessary and sufcient conditions for the parameters c, d, δ, M = ATA, and x* to be uniquely determined. We also give necessary and sufcient conditions for f to be bounded above.

Original languageEnglish (US)
Article number7090058
JournalJournal of Optimization
Volume2024
DOIs
StatePublished - 2024

ASJC Scopus subject areas

  • Analysis
  • Control and Optimization
  • Decision Sciences (miscellaneous)

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