partial polyhedrality

Facial Reduction and Partial Polyhedrality

  • Bruno F. Lourenço
  • Masakazu Muramatsu
  • Takashi Tsuchiya
    • Categories Linear, Cone and Semidefinite Programming Tags , , ,

    We present FRA-Poly, a facial reduction algorithm (FRA) for conic linear programs that is sensitive to the presence of polyhedral faces in the cone. The main goals of FRA and FRA-Poly are the same, i.e., finding the minimal face containing the feasible region and detecting infeasibility, but FRA-Poly treats polyhedral constraints separately. This idea enables … Read more