A homogeneous interior-point algorithm for nonsymmetric convex conic optimization

From MaRDI portal
Publication:2340336

DOI10.1007/s10107-014-0773-1zbMath1309.90078OpenAlexW2085850581MaRDI QIDQ2340336

Yinyu Ye, Anders Skajaa

Publication date: 16 April 2015

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

Full work available at URL: https://orbit.dtu.dk/en/publications/504d48ab-8c7c-4464-9ad6-47a5822c2393



Related Items

An algorithm for nonsymmetric conic optimization inspired by MOSEK, A path following interior-point method for linear complementarity problems over circular cones, Conic optimization via operator splitting and homogeneous self-dual embedding, Solving Natural Conic Formulations with Hypatia.jl, A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization, Status determination by interior-point methods for convex optimization problems in domain-driven form, Complexity Analysis of a Sampling-Based Interior Point Method for Convex Optimization, Alfonso: Matlab Package for Nonsymmetric Conic Optimization, The \(p\)-cones in dimension \(n\geq 3\) are not homogeneous when \(p\neq 2\), Sum of squares generalizations for conic sets, Error bounds, facial residual functions and applications to the exponential cone, Linear optimization over homogeneous matrix cones, A new perspective on low-rank optimization, Performance enhancements for a generic conic interior point algorithm, Matrix-Free Convex Optimization Modeling, Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets, Unnamed Item, Sum-of-Squares Optimization without Semidefinite Programming, Extension of the LP-Newton method to conic programming problems via semi-infinite representation, Semidefinite approximations of the matrix logarithm, On merit functions for \(p\)-order cone complementarity problem, Primal-Dual Interior-Point Methods for Domain-Driven Formulations, Relative Entropy Relaxations for Signomial Optimization, The decompositions with respect to two core non-symmetric cones, A polynomial-time interior-point method for circular cone programming based on kernel functions, Newton polytopes and relative entropy optimization, A nonmonotone smoothing Newton method for circular cone programming, Characterizations of Boundary Conditions on Some Non-Symmetric Cones, Convergence of Anisotropic Mesh Adaptation via Metric Optimization, Primal-dual interior-point algorithms for convex quadratic circular cone optimization, On self-concordant barriers for generalized power cones


Uses Software


Cites Work