On the behavior of the homogeneous self-dual model for conic convex optimization

DOI10.1007/S10107-005-0667-3zbMath1134.90034OpenAlexW2056197832MaRDI QIDQ2492677

Robert M. Freund

Publication date: 14 June 2006

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-005-0667-3

zbMATH Keywords

convex optimizationdualityconvex conelevel setsconic optimizationself-dual embeddingself-scaled cone

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05) Interior-point methods (90C51)

Related Items (7)

Status determination by interior-point methods for convex optimization problems in domain-driven form ⋮ On two measures of problem instance complexity and their correlation with the performance of SeDuMi on second-order cone problems ⋮ Evaluating approximations of the semidefinite cone with trace normalized distance ⋮ Time-Varying Semidefinite Programming: Path Following a Burer–Monteiro Factorization ⋮ A complementarity partition theorem for multifold conic systems ⋮ Interior Point Methods for Nonlinear Optimization ⋮ Solving Conic Optimization Problems via Self-Dual Embedding and Facial Reduction: A Unified Approach

Uses Software

• SeDuMi
• McIPM
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Cites Work

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• Some characterizations and properties of the ``distance to the ill-posedness and the condition measure of a conic linear system
• A Centered Projective Algorithm for Linear Programming
• An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm
• Self-Scaled Barriers and Interior-Point Methods for Convex Programming
• Primal-Dual Interior-Point Methods for Self-Scaled Cones
• On homogeneous interrior-point algorithms for semidefinite programming
• Implementation of interior point methods for mixed semidefinite and second order cone optimization problems
• On the Primal-Dual Geometry of Level Sets in Linear and Conic Optimization
• Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization

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