quadratic cone

On exploiting structure induced when modelling an intersection of cones in conic optimization

  • Erling D. Andersen
    • Categories Linear, Cone and Semidefinite Programming, Second-Order Cone Programming Tags , , ,

    Conic optimization is the problem of optimizing a linear function over an intersection of an affine linear manifold with the Cartesian product of convex cones. However, many real world conic models involves an intersection rather than the product of two or more cones. It is easy to deal with an intersection of one or more … 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