The Lyapunov rank of extended second order cones

Roman Sznajder ()
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Roman Sznajder: Bowie State University

Journal of Global Optimization, 2016, vol. 66, issue 3, No 10, 585-593

Abstract: Abstract In this paper, we investigate the structure of Lyapunov-like transformations on the extended second order cone, considered as a multivariate version of topheavy cone with respect to an arbitrary norm in a Euclidean space. As a by-product, we compute the Lyapunov rank of the extended second order cone. We also show the irreducibility of such a cone.

Keywords: Extended second order cone; Irreducibility; Lyapunov rank; Lyapunov-like transformation; Proper cone; 90C33; 17C20; 17C55 (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10898-016-0445-1

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