Conic Optimization: An Elegant Framework for Convex Optimization

ثبت نشده
چکیده

منابع مشابه

Conic optimization: an elegant framework for convex optimization

The purpose of this survey article is to introduce the reader to a very elegant formulation of convex optimization problems called conic optimization and outline its many advantages. After a brief introduction to convex optimization, the notion of convex cone is introduced, which leads to the conic formulation of convex optimization problems. This formulation features a very symmetric dual prob...

متن کامل

Projection methods in conic optimization

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 con...

متن کامل

B-475 Lagrangian-Conic Relaxations, Part I: A Unified Framework and Its Applications to Quadratic Optimization Problems

In Part I of a series of study on Lagrangian-conic relaxations, we introduce a unified framework for conic and Lagrangian-conic relaxations of quadratic optimization problems (QOPs) and polynomial optimization problems (POPs). The framework is constructed with a linear conic optimization problem (COP) in a finite dimensional vector space endowed with an inner product, where the cone used is not...

متن کامل

Lagrangian-Conic Relaxations, Part I: A Unified Framework and Its Applications to Quadratic Optimization Problems

In Part I of a series of study on Lagrangian-conic relaxations, we introduce a unified framework for conic and Lagrangian-conic relaxations of quadratic optimization problems (QOPs) and polynomial optimization problems (POPs). The framework is constructed with a linear conic optimization problem (COP) in a finite dimensional vector space endowed with an inner product, where the cone used is not...

متن کامل

On Verified Numerical Computations in Convex Programming

This survey contains recent developments for computing verified results of convex constrained optimization problems, with emphasis on applications. Especially, we consider the computation of verified error bounds for non-smooth convex conic optimization in the framework of functional analysis, for linear programming, and for semidefinite programming. A discussion of important problem transforma...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

متن کامل
عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2001