Selective Gram–Schmidt orthonormalization for conic cutting surface algorithms
نویسندگان
چکیده
منابع مشابه
Selective Gram-Schmidt orthonormalization for conic cutting surface algorithms
It is not straightforward to find a new feasible solution when several conic constraints are added to a conic optimization problem. Examples of conic constraints include semidefinite constraints and second order cone constraints. In this paper, a method to slightly modify the constraints is proposed. Because of this modification, a simple procedure to generate strictly feasible points in both t...
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ژورنال
عنوان ژورنال: Mathematical Methods of Operations Research
سال: 2007
ISSN: 1432-2994,1432-5217
DOI: 10.1007/s00186-007-0177-6