Math 341: Convex Geometry
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Lifts of convex sets in optimization
Lifts/extended formulations/cone representations of convex sets currently form an active area of research in optimization, computer science, real algebraic geometry and convex geometry. We invite high quality papers on all optimization related aspects of this topic for a special issue of Mathematical Programming, Series B. All submitted papers will be refereed according to the standards of Math...
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This paper studies Newton-type methods for minimization of partly smooth convex functions. Sequential Newton methods are provided using local parameterizations obtained from U -Lagrangian theory and from Riemannian geometry. The Hessian based on the U -Lagrangian depends on the selection of a dual parameter g; by revealing the connection to Riemannian geometry, a natural choice of g emerges for...
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تاریخ انتشار 2005