An algorithm for nonsymmetric conic optimization inspired by MOSEK
نویسندگان
چکیده
We analyse the scaling matrix, search direction, and neighbourhood used in MOSEK's algorithm for nonsymmetric conic optimization [J. Dahl E.D. Andersen, A primal-dual interior-point f...
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ژورنال
عنوان ژورنال: Optimization Methods & Software
سال: 2021
ISSN: ['1055-6788', '1026-7670', '1029-4937']
DOI: https://doi.org/10.1080/10556788.2021.1882457