Projection methods in conic optimization
نویسندگان
چکیده
There exist efficient algorithms to project a point onto the intersection of a convex cone and an affine subspace. Those conic projections are in turn the work-horse of a range of algorithms in conic optimization, having a variety of applications in science, finance and engineering. This chapter reviews some of these algorithms, emphasizing the so-called regularization algorithms for linear conic optimization, and applications in polynomial optimization. This is a presentation of the material of several recent research articles; we aim here at clarifying the ideas, presenting them in a general framework, and pointing out important techniques.
منابع مشابه
Projection methods for conic feasibility problems: applications to polynomial sum-of-squares decompositions
This paper presents a projection-based approach for solving conic feasibility problems. To find a point in the intersection of a cone and an affine subspace, we simply project a point onto this intersection. This projection is computed by dual algorithms operating a sequence of projections onto the cone, and generalizing the alternating projection method. We release an easy-to-use Matlab packag...
متن کاملExact Conic Programming Relaxations for a Class of Convex Polynomial Cone Programs
In this paper, under a suitable regularity condition, we establish that a broad class of conic convex polynomial optimization problems, called conic sum-of-squares convex polynomial programs, exhibits exact conic programming relaxation, which can be solved by various numerical methods such as interior point methods. By considering a general convex cone-program, we give unified results that appl...
متن کاملFitting conics to paracatadioptric projections of lines
The paracatadioptric camera is one of the most popular panoramic systems currently available in the market. It provides a wide field of view by combining a parabolic shaped mirror with a camera inducing an orthographic projection. Previous work proved that the paracatadioptric projection of a line is a conic curve, and that the sensor can be fully calibrated from the image of three or more line...
متن کاملParacatadioptric Camera Calibration Using Lines
Paracatadioptric sensors combine a parabolic shaped mirror and a camera inducing an orthographic projection. Such a configuration provides a wide field of view while keeping a single effective viewpoint. Previous work in central catadioptric sensors proved that a line projects into a conic curve and that three line images are enough to calibrate the system. However the estimation of the conic c...
متن کاملTowards non-symmetric conic optimization
In this paper we propose a new interior-point method, which is based on an extension of the ideas of self-scaled optimization to the general cases. We suggest using the primal correction process to find a scaling point. This point is used to compute a strictly feasible primal-dual pair by simple projection. Then, we define an affine-scaling direction and perform a prediction step. This is the o...
متن کامل