Solving Conic Optimization Problems via Self-Dual Embedding and Facial Reduction: A Unified Approach
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Publication:5275296
DOI10.1137/15M1049415zbMath1368.90123OpenAlexW2724786773MaRDI QIDQ5275296
Frank Permenter, Erling D. Andersen, Henrik A. Friberg
Publication date: 11 July 2017
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/15m1049415
Semidefinite programming (90C22) Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46) Interior-point methods (90C51)
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Uses Software
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