A relaxed-certificate facial reduction algorithm based on subspace intersection
نویسنده
چکیده
A “facial reduction”-like regularization algorithm is established for general conic optimization problems by relaxing requirements on the reduction certificates. This yields a rapid subspace reduction algorithm challenged only by representational issues of the regularized cone. A condition for practical usage is analyzed and shown to always be satisfied for single second-order cone optimization problems. Should the condition fail on some other class of instances, only partial regularization is achieved based on the success of the individual subspace intersection.
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عنوان ژورنال:
- Oper. Res. Lett.
دوره 44 شماره
صفحات -
تاریخ انتشار 2016