// Workers AI · dad joke modeWhat did the power cone say? I'm a powerful influence.
In linear algebra, a power cone is a kind of a convex cone that is particularly important in modeling convex optimization problems.[1][2] It is a generalization of the quadratic cone: the quadratic cone is defined using a quadratic equation (with the power 2), whereas a power cone can be defined using any power, not necessarily 2.
Definition
[edit]The n-dimensional power cone is parameterized by a real number . It is defined as:[1]
An alternative definition is
Applications
[edit]The main application of the power cone is in constraints of convex optimization programs. There are many problems that can be described as minimizing a convex function over a power cone.[1]
References
[edit]- 1 2 3 "MOSEK Modeling Cookbook - the Power Cones".
- ↑ Nesterov, Yurii (2006). Towards nonsymmetric conic optimization.