Status determination by interior-point methods for convex optimization problems in domain-driven form
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Publication:2149574
DOI10.1007/S10107-021-01663-WzbMATH Open1494.90079arXiv1901.07084OpenAlexW3173759678MaRDI QIDQ2149574FDOQ2149574
Publication date: 29 June 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Abstract: We study the geometry of convex optimization problems given in a Domain-Driven form and categorize possible statuses of these problems using duality theory. Our duality theory for the Domain-Driven form, which accepts both conic and non-conic constraints, lets us determine and certify statuses of a problem as rigorously as the best approaches for conic formulations (which have been demonstrably very efficient in this context). We analyze the performance of an infeasible-start primal-dual algorithm for the Domain-Driven form in returning the certificates for the defined statuses. Our iteration complexity bounds for this more practical Domain-Driven form match the best ones available for conic formulations. At the end, we propose some stopping criteria for practical algorithms based on insights gained from our analyses.
Full work available at URL: https://arxiv.org/abs/1901.07084
Convex programming (90C25) Complexity and performance of numerical algorithms (65Y20) Interior-point methods (90C51) Duality theory (optimization) (49N15)
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