On implementing a primal-dual interior-point method for conic quadratic optimization

Conic quadratic optimization is the problem of minimizing a linear function subject to the intersection of an affine set and the product of quadratic cones. The problem is a convex optimization problem and has numerous applications in engineering, economics, and other areas of science. Indeed, linear and convex quadratic optimization is a special case. Conic … Read more

Cooperative games on antimatroids

The aim of this paper is to introduce cooperative games with a feasible coalition system which is an antimatroid. These combinatorial structures generalize the permission structures, which have nice economical applications. With this goal, we first characterize the approaches from a permission structure with special classes of antimatroids. Next, we use the concept of interior … Read more