Projection Methods in Conic Optimization
From MaRDI portal
Abstract: There exist efficient algorithms to project a point onto the intersection of a convex cone and an affine subspace. Those conic projections are in turn the work-horse of a range of algorithms in conic optimization, having a variety of applications in science, finance and engineering. This chapter reviews some of these algorithms, emphasizing the so-called regularization algorithms for linear conic optimization, and applications in polynomial optimization. This is a presentation of the material of several recent research articles; we aim here at clarifying the ideas, presenting them in a general framework, and pointing out important techniques.
Recommendations
- Proportional-integral projected gradient method for conic optimization
- Conical projection algorithms for linear programming
- Convex projection and convex multi-objective optimization
- Projection algorithms for convex feasibility problem
- Projection methods for conic feasibility problems: applications to polynomial sum-of-squares decompositions
- A projection and contraction method for convex quadratic programming
- Projection-iteration methods for solving constrained minimization problems
- scientific article; zbMATH DE number 2227334
- Conic separation for vector optimization problems
- scientific article; zbMATH DE number 686909
Cites work
- scientific article; zbMATH DE number 439380 (Why is no real title available?)
- scientific article; zbMATH DE number 3148887 (Why is no real title available?)
- scientific article; zbMATH DE number 1206370 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- scientific article; zbMATH DE number 3237318 (Why is no real title available?)
- scientific article; zbMATH DE number 3341597 (Why is no real title available?)
- scientific article; zbMATH DE number 956839 (Why is no real title available?)
- A Dual Approach to Semidefinite Least-Squares Problems
- A Newton-CG augmented Lagrangian method for semidefinite programming
- A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
- A Sum of Squares Approximation of Nonnegative Polynomials
- A boundary point method to solve semidefinite programs
- A computational study of a gradient-based log-barrier algorithm for a class of large-scale SDPs
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs
- A nonsmooth version of Newton's method
- A preconditioned Newton algorithm for the nearest correlation matrix
- A sequential semismooth Newton method for the nearest low-rank correlation matrix problem
- Alternating Projections on Manifolds
- An Algorithm for Restricted Least Squares Regression
- An Augmented Primal-Dual Method for Linear Conic Programs
- An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem
- An inexact primal-dual path following algorithm for convex quadratic SDP
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- Best approximation in inner product spaces
- Calibrating Least Squares Semidefinite Programming with Equality and Inequality Constraints
- Clarke generalized Jacobian of the projection onto the cone of positive semidefinite matrices
- Complementarity and nondegeneracy in semidefinite programming
- Computing a nearest symmetric positive semidefinite matrix
- Computing the nearest correlation matrix--a problem from finance
- Convergence of some algorithms for convex minimization
- Detecting Global Optimality and Extracting Solutions in GloptiPoly
- Generalized Hessian matrix and second-order optimality conditions for problems with \(C^{1,1}\) data
- Handbook of semidefinite programming. Theory, algorithms, and applications
- Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
- Inexact Newton Methods
- Interest rate models -- theory and practice. With smile, inflation and credit
- Least-Squares Approximation of Structured Covariances
- Least-Squares Covariance Matrix Adjustment
- Linear Matrix Inequalities in System and Control Theory
- Local linear convergence for alternating and averaged nonconvex projections
- Monotone Operators and the Proximal Point Algorithm
- Numerical optimization. Theoretical and practical aspects. Transl. from the French
- On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
- On the Shannon capacity of a graph
- On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
- Optimal linear arrangements using betweenness variables
- Optimization and nonsmooth analysis
- PENNON: A code for convex nonlinear and semidefinite programming
- Positive polynomials in control.
- Positive trigonometric polynomials and signal processing applications
- Projection methods for conic feasibility problems: applications to polynomial sum-of-squares decompositions
- Regularization methods for semidefinite programming
- Semidefinite programming relaxations for graph coloring and maximal clique problems
- Semismooth Matrix-Valued Functions
- Smooth minimization of non-smooth functions
- Smoothing and Interpolation in a Convex Subset of a Hilbert Space
- Solving Hankel matrix approximation problem using semidefinite programming
- Solving Lift-and-Project Relaxations of Binary Integer Programs
- Solving semidefinite-quadratic-linear programs using SDPT3
- Some numerical experiments with variable-storage quasi-Newton algorithms
- Sums of squares, moment matrices and optimization over polynomials
- Tame functions are semismooth
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
Cited in
(24)- Convex quartic problems: homogenized gradient method and preconditioning
- Decomposition methods for sparse matrix nearness problems
- Closed-Form Expressions for Projectors onto Polyhedral Sets in Hilbert Spaces
- Conic programming: infeasibility certificates and projective geometry
- Infeasibility detection in the alternating direction method of multipliers for convex optimization
- An inexact projected gradient method with rounding and lifting by nonlinear programming for solving rank-one semidefinite relaxation of polynomial optimization
- Gradient methods and conic least-squares problems
- Projection onto the exponential cone: a univariate root-finding problem
- On some uniform estimates of gauge functions with respect to domains
- An extended projective formula and its application to semidefinite optimization
- DSOS and SDSOS optimization: more tractable alternatives to sum of squares and semidefinite optimization
- A hierarchy of spectral relaxations for polynomial optimization
- Solution refinement at regular points of conic problems
- A bicomposition of conical projections
- Reducing the projection onto the monotone extended second-order cone to the pool-adjacent-violators algorithm of isotonic regression
- Projective re-normalization for improving the behavior of a homogeneous conic linear system
- A note on the moment problem for codimension greater than 1
- Mean squared error minimization for inverse moment problems
- Two-Metric Projection Methods for Constrained Optimization
- Estimation of multivariate generalized gamma convolutions through Laguerre expansions
- A semidefinite programming approach for the projection onto the cone of negative semidefinite symmetric tensors with applications to solid mechanics
- Projection methods for conic feasibility problems: applications to polynomial sum-of-squares decompositions
- Contragredient transformations applied to the optimal projection equations
- Direct covariance matrix estimation with compositional data
This page was built for publication: Projection Methods in Conic Optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2802538)
