A primal-dual symmetric relaxation for homogeneous conic systems (Q883335): Difference between revisions

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Latest revision as of 01:30, 14 November 2024

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A primal-dual symmetric relaxation for homogeneous conic systems
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    A primal-dual symmetric relaxation for homogeneous conic systems (English)
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    4 June 2007
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    The authors consider the feasibility (existence of non-trivial solutions) of a pair of alternative conic systems of constraints . That pair of conic systems is reformulated as a primal-dual pair of conic programs. Each of the conic programs corresponds to a natural relaxation of each of the two conic systems. When the considered closed convex cone is a self-scaled cone with a known self-scaled barrier, the conic programming reformulation can be solved via an interior-point algorithm. A central feature of this approach is the conditioning of the system of equations that arise at each interior-point iteration. The condition number of such system of equations grows in a controlled manner and remains bounded by a constant factor of the square of Renegar's condition number of the matrix of the considered system of equations throughout the entire algorithm.
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    conic programming
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    condition numbers
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    interior-point methods
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