conic optimization

Proving strong duality for geometric optimization using a conic formulation

  • François Glineur
    • Categories Convex Optimization, Linear, Cone and Semidefinite Programming Tags , ,

    Geometric optimization is an important class of problems that has many applications, especially in engineering design. In this article, we provide new simplified proofs for the well-known associated duality theory, using conic optimization. After introducing suitable convex cones and studying their properties, we model geometric optimization problems with a conic formulation, which allows us to … Read more

    On implementing a primal-dual interior-point method for conic quadratic optimization

  • Cornelis Roos
  • Erling D. Andersen
  • Tamás Terlaky
    • Categories Convex Optimization, Other Topics, Second-Order Cone Programming Tags , , , ,

    Conic quadratic optimization is the problem of minimizing a linear function subject to the intersection of an affine set and the product of quadratic cones. The problem is a convex optimization problem and has numerous applications in engineering, economics, and other areas of science. Indeed, linear and convex quadratic optimization is a special case. Conic … Read more