A homogeneous interior-point algorithm for nonsymmetric convex conic optimization

Mathematical Programming

Volumn 150, Issue 2, 2015, Pages 391-422

  Skajaa, Anders ^a   Ye, Yinyu ^b,c  

^a TECHNICAL UNIVERSITY OF DENMARK   (Denmark)

^b Stanford University   (United States)

^c NANJING UNIVERSITY   (China)

Author keywords

Convex optimization; Homogeneous self dual model; Interior point algorithm; Nonsymmetric conic optimization

Indexed keywords

CONVEX OPTIMIZATION;

COMPUTATIONAL RESULTS; ENTROPY MAXIMIZATION; FACILITY LOCATION PROBLEM; HOMOGENEOUS INTERIOR-POINT ALGORITHM; IMPROVE PERFORMANCE; INTERIOR POINT ALGORITHM; NONSYMMETRIC CONIC OPTIMIZATION; SELF-DUAL;

ITERATIVE METHODS;

EID: 84925290048     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-014-0773-1     Document Type: Article

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