Ma 796s: Convex Optimization and Interior Point Methods
نویسنده
چکیده
where b, y ∈ IR; ci, xi, si ∈ IRi , Ai ∈ IRm×ni , i = 1, . . . , r. For each i = 1, . . . , r, xi and si are the primal and dual slack variables associated with the ith cone and K∗ i = { si ∈ IRi : xi si ≥ 0, ∀xi ∈ Ki } (3) is the dual cone to Ki. We assume that Ki,K i , i = 1, . . . , r are pointed closed convex cones with nonempty interiors. Let K = K1 × K2 × . . . × Kr be the overall cone in (1) and let n = r ∑
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