potential reduction

Starting-Point Strategies for an Infeasible Potential Reduction Method

  • Marco D'Apuzzo
  • Valentina De Simone
  • Daniela di Serafino
    • Categories Quadratic Programming Tags , ,

    We present two strategies for choosing a “hot” starting-point in the context of an infeasible Potential Reduction (PR) method for convex Quadratic Programming. The basic idea of both strategies is to select a preliminary point and to suitably scale it in order to obtain a starting point such that its nonnegative entries are sufficiently bounded … Read more

    On Conically Ordered Convex Programs

  • Shuzhong Zhang
    • Categories Convex Optimization, Linear, Cone and Semidefinite Programming Tags , , ,

    In this paper we study a special class of convex optimization problems called {\em conically ordered convex programs}\/ (COCP), where the feasible region is given as the level set of a vector-valued nonlinear mapping, expressed as a nonnegative combination of convex functions. The nonnegativity of the vectors is defined using a pre-described conic ordering. The … Read more