A new use of Douglas-Rachford splitting for identifying infeasible, unbounded, and pathological conic programs
From MaRDI portal
Publication:2316619
DOI10.1007/s10107-018-1265-5OpenAlexW2623148315WikidataQ59754852 ScholiaQ59754852MaRDI QIDQ2316619
Yanli Liu, Ernest K. Ryu, Wotao Yin
Publication date: 6 August 2019
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.02374
Numerical mathematical programming methods (65K05) Convex programming (90C25) Monotone operators and generalizations (47H05) Numerical methods for variational inequalities and related problems (65K15)
Related Items
Status determination by interior-point methods for convex optimization problems in domain-driven form, Vector and Matrix Optimal Mass Transport: Theory, Algorithm, and Applications, A limiting analysis on regularization of singular SDP and its implication to infeasible interior-point algorithms, Infeasibility Detection with Primal-Dual Hybrid Gradient for Large-Scale Linear Programming, Anderson Accelerated Douglas--Rachford Splitting, Douglas-Rachford splitting and ADMM for pathological convex optimization, Sieve-SDP: a simple facial reduction algorithm to preprocess semidefinite programs, Chordal decomposition in operator-splitting methods for sparse semidefinite programs, On the Behavior of the Douglas--Rachford Algorithm for Minimizing a Convex Function Subject to a Linear Constraint, Operator Splitting for a Homogeneous Embedding of the Linear Complementarity Problem
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Solving semidefinite-quadratic-linear programs using SDPT3
- Facial reduction algorithms for conic optimization problems
- Attouch-Théra duality revisited: Paramonotonicity and operator splitting
- Finding best approximation pairs relative to two closed convex sets in Hilbert spaces
- Regularizing the abstract convex program
- Infeasible-start primal-dual methods and infeasibility detectors for nonlinear programming problems
- Exact duals and short certificates of infeasibility and weak infeasibility in conic linear programming
- Partial facial reduction: simplified, equivalent SDPs via approximations of the PSD cone
- How to generate weakly infeasible semidefinite programs via Lasserre's relaxations for polynomial optimization
- Strange behaviors of interior-point methods for solving semidefinite programming problems in polynomial optimization
- Linear and nonlinear programming
- On the Douglas-Rachford algorithm
- Asymptotic behavior of contractions in Hilbert space
- Complementarity Problems Over Symmetric Cones: A Survey of Recent Developments in Several Aspects
- The Douglas--Rachford Algorithm for Two (Not Necessarily Intersecting) Affine Subspaces
- Computation with Polynomial Equations and Inequalities Arising in Combinatorial Optimization
- On Weak Convergence of the Douglas–Rachford Method
- On the Range of the Douglas–Rachford Operator
- Splitting Algorithms for the Sum of Two Nonlinear Operators
- Monotone Operators and the Proximal Point Algorithm
- An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- Conic convex programming and self-dual embedding
- Pre- and Post-Processing Sum-of-Squares Programs in Practice
- Solving SDP completely with an interior point oracle
- Solving Conic Optimization Problems via Self-Dual Embedding and Facial Reduction: A Unified Approach
- Generalized Solutions for the Sum of Two Maximally Monotone Operators
- Convex Analysis
- Convex analysis and monotone operator theory in Hilbert spaces
