Imre Pólik

New stopping criteria for detecting infeasibility in conic optimization

  • Imre Pólik
  • Tamás Terlaky
    • Categories Linear, Cone and Semidefinite Programming, Optimization Software Design Principles Tags , , ,

    Detecting infeasibility in conic optimization and providing certificates for infeasibility pose a bigger challenge than in the linear case due to the lack of strong duality. In this paper we generalize the approximate Farkas lemma of Todd and Ye from the linear to the general conic setting, and use it to propose stopping criteria for … Read more

    A survey of the S-lemma

  • Imre Pólik
  • Tamás Terlaky
    • Categories Control Applications, Linear, Cone and Semidefinite Programming, Nonlinear Optimization Tags , , , , , , ,

    In this survey we review the many faces of the S-lemma, a result about the correctness of the S-procedure. The basic idea of this widely used method came from control theory but it has important consequences in quadratic and semidefinite optimization, convex geometry and linear algebra as well. These were active research areas, but as … Read more