Conic convex programming and self-dual embedding

DOI10.1080/10556780008805800zbMath1072.90559OpenAlexW2275234501MaRDI QIDQ4525130

Zhi-Quan Luo, Shu-Zhong Zhang, Jos F. Sturm

Publication date: 26 July 2001

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://repub.eur.nl/pub/1554/1554_ps.pdf

zbMATH Keywords

semidefinite programmingconic convex programming

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25)

Related Items (29)

Integrated inventory control and facility location decisions in a multi-echelon supply chain network with hubs ⋮ Embedding methods for semidefinite programming ⋮ Interior-point methods based on kernel functions for symmetric optimization ⋮ Full Nesterov-Todd step feasible interior-point algorithm for symmetric cone horizontal linear complementarity problem based on a positive-asymptotic barrier function ⋮ Using Interior-Point Methods within an Outer Approximation Framework for Mixed Integer Nonlinear Programming ⋮ Interior-point methods for symmetric optimization based on a class of non-coercive kernel functions ⋮ Status determination by interior-point methods for convex optimization problems in domain-driven form ⋮ Universal duality in conic convex optimization ⋮ The accuracy of interior-point methods based on kernel functions ⋮ A new full Nesterov-Todd step primal-dual path-following interior-point algorithm for symmetric optimization ⋮ Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems ⋮ Kernel-based interior-point methods for monotone linear complementarity problems over symmetric cones ⋮ A long-step feasible predictor–corrector interior-point algorithm for symmetric cone optimization ⋮ Improved complexity analysis of full Nesterov-Todd step feasible interior-point method for symmetric optimization ⋮ Interior Point Methods for Nonlinear Optimization ⋮ An adaptive infeasible-interior-point method with the one-norm wide neighborhood for semi-definite programming ⋮ Reflection-projection method for convex feasibility problems with an obtuse cone ⋮ Preprocessing and Regularization for Degenerate Semidefinite Programs ⋮ Douglas-Rachford splitting and ADMM for pathological convex optimization ⋮ Interior-point methods for CartesianP_*(κ)-linear complementarity problems over symmetric cones based on the eligible kernel functions ⋮ A primal-dual interior-point algorithm for second-order cone optimization with full Nesterov-Todd step ⋮ A new full-Newton step \(O(n)\) infeasible interior-point algorithm for semidefinite optimization ⋮ On implementation of a self-dual embedding method for convex programming ⋮ Primal-dual interior-point algorithms for second-order cone optimization based on kernel functions ⋮ New stopping criteria for detecting infeasibility in conic optimization ⋮ A new use of Douglas-Rachford splitting for identifying infeasible, unbounded, and pathological conic programs ⋮ Solving SDP completely with an interior point oracle ⋮ A primal-dual decomposition algorithm for multistage stochastic convex programming ⋮ Error Bounds and Singularity Degree in Semidefinite Programming

Uses Software

• SDPHA

Cites Work

• Unnamed Item
• Convergence behavior of interior-point algorithms
• Computational experience with a primal-dual interior point method for linear programming
• Symmetric primal-dual path-following algorithms for semidefinite programming
• On homogeneous and self-dual algorithms for LCP
• Initialization in semidefinite programming via a self-dual skew-symmetric embedding
• A simplified homogeneous and self-dual linear programming algorithm and its implementation
• Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
• Linear Inequalities and Related Systems. (AM-38)
• On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method 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
• Semidefinite Programming
• Convex Analysis

This page was built for publication: Conic convex programming and self-dual embedding