PROGRAM KERUCUT ORDE DUA
In this final project, we discuss about second order cone programming, alge braic properties of second order cone, and primal-dual interior point algorithm for second order cone programming. On the topic of second order cone programming, we discuss about second order cone and cartesian product of se...
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Main Authors: | , |
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Format: | Theses and Dissertations NonPeerReviewed |
Published: |
[Yogyakarta] : Universitas Gadjah Mada
2014
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Subjects: | |
Online Access: | https://repository.ugm.ac.id/130980/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=71414 |
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Institution: | Universitas Gadjah Mada |
Summary: | In this final project, we discuss about second order cone programming, alge
braic properties of second order cone, and primal-dual interior point algorithm for
second order cone programming. On the topic of second order cone programming,
we discuss about second order cone and cartesian product of several second order
cones which both of them are convex, cone, and pointed set with nonempty interior
point. Moreover, we give a general form of primal-dual second order cone program
ming and some properties that can be obtained for the primal-dual second order cone
programming. On the topic of algebraic properties of second order cone, we discuss
about the space R
n
with binary operation �. In space (R
n
, �), we can find relation
between (R
n
, �) and second order cone. Furthermore, the binary operation � is ex
tended into �
r , so that (R
n
, �
r
) has relation with cartesian product of several second
order cones. Based on the algebraic properties of second order cone, we study about
the primal-dual interior point algorithm for solve the primal-dual second order cone
programming problems and analysis of the algorithm. |
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