Solution refinement at regular points of conic problems
From MaRDI portal
Publication:2282811
DOI10.1007/s10589-019-00122-9zbMath1434.90132arXiv1811.02157OpenAlexW2971228012MaRDI QIDQ2282811
Enzo Busseti, Walaa M. Moursi, Stephen P. Boyd
Publication date: 19 December 2019
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.02157
Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Related Items
The projection onto the cross, Tutorial on Amortized Optimization, Efficient differentiable quadratic programming layers: an ADMM approach
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- OSQP: An Operator Splitting Solver for Quadratic Programs
- Conic optimization via operator splitting and homogeneous self-dual embedding
- A survey of truncated-Newton methods
- A nonsmooth version of Newton's method
- Clarke generalized Jacobian of the projection onto the cone of positive semidefinite matrices
- Convergence theorems for sequences of nonlinear operators in Banach spaces
- Lectures on Modern Convex Optimization
- CVXPY: A Python-Embedded Modeling Language for Convex Optimization
- Graph Implementations for Nonsmooth Convex Programs
- Löwner's Operator and Spectral Functions in Euclidean Jordan Algebras
- An inexact Levenberg-Marquardt method for large sparse nonlinear least squres
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm
- Solution of the Sylvester matrix equation AXB T + CXD T = E
- Variational Analysis
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Analysis of Nonsmooth Symmetric-Matrix-Valued Functions with Applications to Semidefinite Complementarity Problems
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- Global Convergence Analysis of the Generalized Newton and Gauss-Newton Methods of the Fischer-Burmeister Equation for the Complementarity Problem
- On the Local Convergence of Semismooth Newton Methods for Linear and Nonlinear Second-Order Cone Programs Without Strict Complementarity
- SuperMann: A Superlinearly Convergent Algorithm for Finding Fixed Points of Nonexpansive Operators
- Solving Conic Optimization Problems via Self-Dual Embedding and Facial Reduction: A Unified Approach
- Proximité et dualité dans un espace hilbertien
- Convex analysis and monotone operator theory in Hilbert spaces
