Article ID: | iaor20163647 |
Volume: | 66 |
Issue: | 3 |
Start Page Number: | 585 |
End Page Number: | 593 |
Publication Date: | Nov 2016 |
Journal: | Journal of Global Optimization |
Authors: | Sznajder Roman |
Keywords: | heuristics |
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.