An Augmented Primal-Dual Method for Linear Conic Programs
نویسندگان
چکیده
منابع مشابه
An Augmented Primal-Dual Method for Linear Conic Programs
We propose a new iterative approach for solving linear programs over convex cones. Assuming that Slaters condition is satisfied, the conic problem is transformed to the minimization of a convex differentiable function. This “agumented primal-dual function” or “apd-function” is restricted to an affine set in the primal-dual space. The evaluation of the function and its derivative is cheap if the...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2008
ISSN: 1052-6234,1095-7189
DOI: 10.1137/070687128