A new self-dual embedding method for convex programming
The aim of this paper is to present a self-dual embedding method for solving conic optimization problems of type \[ \roman{(CCP)}\quad \min\{\bar c^T \bar x \mid \bar A \bar x= \bar b, \bar x \in K\}, \] obtained by reformulating an original standard convex programming problem \[ \roman{(CP)}\quad \min\{c^Tx \mid Ax=b, f_1(x)\leq 0,\dots,f_r(x) \leq 0\}. \] Under appropriate assumptions, the self-concordant barrier function theory of Nesterov and Nemirovski is used to ensure polynomial-time complexity of the involved path-following procedure.
- Conic convex programming and self-dual embedding
- On implementation of a self-dual embedding method for convex programming
- Efficient methods for solving convex programming problems that apply the embedding of the admissible set into simplices
- Solving conic optimization problems via self-dual embedding and facial reduction: A unified approach
- Self-Scaled Barriers and Interior-Point Methods for Convex Programming
- On the behavior of the homogeneous self-dual model for conic convex optimization
- Embedding methods for semidefinite programming
- Using interior-point methods within an outer approximation framework for mixed integer nonlinear programming
- On implementation of a self-dual embedding method for convex programming
- A penalized interior point approach for constrained nonlinear programming
- Robust convex conic optimization in D-induced duality framework
- Conic convex programming and self-dual embedding
- Solving conic optimization problems via self-dual embedding and facial reduction: A unified approach
- Projection onto the exponential cone: a univariate root-finding problem
- A \({\mathsf{D}}\)-induced duality and its applications
This page was built for publication: A new self-dual embedding method for convex programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q557368)
