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complementarity partitions

Refining the partition for multifold conic optimization problems

Published: 2018/05/03
  • Héctor Ramírez
  • Vera Roshchina
  • Categories Linear, Cone and Semidefinite Programming Tags complementarity partitions, conic optimization

    In this paper we give a unified treatment to different definitions of complementarity partition for a primal-dual pair of linear conic optimization problem. CitationSubmitted ArXiv 1804.00386 http://arxiv.org/abs/1804.00386ArticleDownload View PDF

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    alternating direction method of multipliers augmented lagrangian method benders decomposition bilevel optimization Branch-and-Bound branch-and-cut chance constraints column generation combinatorial optimization complexity convergence rate convex optimization cutting planes decomposition derivative-free optimization distributionally robust optimization duality dynamic programming first-order methods global convergence global optimization heuristics integer programming interior point methods large-scale optimization linear programming machine learning mixed-integer linear programming mixed-integer nonlinear programming mixed-integer programming multiobjective optimization nonconvex optimization nonlinear optimization nonlinear programming nonsmooth optimization optimal control optimization proximal point algorithm quadratic programming robust optimization semidefinite programming stochastic optimization stochastic programming trust-region methods unconstrained optimization

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