Facial Reduction Algorithms for Conic Optimization Problems
نویسندگان
چکیده
منابع مشابه
Facial Reduction Algorithms for Conic Optimization Problems
To obtain a primal-dual pair of conic programming problems having zero duality gap, two methods have been proposed: the facial reduction algorithm due to Borwein and Wolkowicz [1, 2] and the conic expansion method due to Luo, Sturm, and Zhang [5]. We establish a clear relationship between them. Our results show that although the two methods can be regarded as dual to each other, the facial redu...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2012
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-012-0219-y