Functions associated with the nonconvex second-order cone

The nonconvex second-order cone (nonconvex SOC for short) is a nonconvex extension to the convex second-order cone, in the sense that it consists of any vector divided into two sub-vectors for which the Euclidean norm of the first sub-vector is at least as large as the Euclidean norm of the second sub-vector. This cone can be used to reformulate nonconvex quadratic programs in conic format and can arise in real-world applications. In this paper, spectral scalar and vector-valued functions associated with the nonconvex SOC are defined analogously to the corresponding functions associated with the convex second-order cone. We present several properties and key characteristics of the nonconvex SOC-related functions. The results in this paper are useful for developing and analyzing solution methods for solving optimization problems over the nonconvex SOC and their complementarity problems.

Article

Download

View Functions associated with the nonconvex second-order cone