An algorithm for nonsymmetric conic optimization inspired by MOSEK
From MaRDI portal
Publication:5043851
DOI10.1080/10556788.2021.1882457zbMath1502.90168arXiv2003.01546OpenAlexW3129457266MaRDI QIDQ5043851
Riley Badenbroek, Joachim Dahl
Publication date: 6 October 2022
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.01546
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A polynomial primal-dual affine scaling algorithm for symmetric conic optimization
- A new polynomial-time algorithm for linear programming
- Initialization in semidefinite programming via a self-dual skew-symmetric embedding
- Extension of primal-dual interior point algorithms to symmetric cones
- Infeasible-start primal-dual methods and infeasibility detectors for nonlinear programming problems
- On a homogeneous algorithm for the monotone complementarity problem
- A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization
- A homogeneous interior-point algorithm for nonsymmetric convex conic optimization
- Hyperbolic programs, and their derivative relaxations
- Associative and Jordan Algebras, and Polynomial Time Interior-Point Algorithms for Symmetric Cones
- Extended Formulations in Mixed-Integer Convex Programming
- An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm
- Barrier Functions in Interior Point Methods
- Self-Scaled Barriers and Interior-Point Methods for Convex Programming
- Hyperbolic Polynomials and Interior Point Methods for Convex Programming
- Primal-Dual Interior-Point Methods for Self-Scaled Cones
- On homogeneous interrior-point algorithms for semidefinite programming
- Relating Homogeneous Cones and Positive Definite Cones via T-Algebras
- A T-Algebraic Approach to Primal-Dual Interior-Point Algorithms
- Towards non-symmetric conic optimization
- Generalization of primal-dual interior-point methods to convex optimization problems in conic form
