Vasile L. Basescu

Selective Gram-Schmidt orthonormalization for conic cutting surface algorithms

  • Vasile L. Basescu
  • John E. Mitchell
    • Categories Linear, Cone and Semidefinite Programming, Nonsmooth Optimization Tags , , ,

    It is not straightforward to find a new feasible solution when several conic constraints are added to a conic optimization problem. Examples of conic constraints include semidefinite constraints and second order cone constraints. In this paper, a method to slightly modify the constraints is proposed. Because of this modification, a simple procedure to generate strictly … Read more

    An analytic center cutting plane approach for conic programming

  • Vasile L. Basescu
  • John E. Mitchell
    • Categories Convex Optimization, Linear, Cone and Semidefinite Programming Tags , , , ,

    We analyze the problem of finding a point strictly interior to a bounded, fully dimensional set from a finite dimensional Hilbert space. We generalize the results obtained for the LP, SDP and SOCP cases. The cuts added by our algorithm are central and conic. In our analysis, we find an upper bound for the number … Read more