Sampling with respect to a class of measures arising in second-order cone optimization with rank constraints

  • Leonid Faybusovich
    • Categories Second-Order Cone Programming Tags , , Short URL: https://optimization-online.org/?p=11688

    We describe a classof measures on second-order cones as a push-forward of the Cartesian product of a probabilistic measure on positive semi-line corresponding to Gamma distribution and the uniform measure on the sphere

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    report, Department of Mathematics, University of Notre Dame, July, 2011

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