Techniques for handling nonsymmetric cones in interior point algorithms
Conic programs that seek to minimize a linear function over an intersection of symmetric (self-dual and homogeneous) cones are amenable to highly efficient primal-dual interior point methods, which are implemented by many popular off-the-shelf conic solvers. On the other hand, many useful conic set...
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| Format: | Thesis |
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Massachusetts Institute of Technology
2022
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| Online Access: | https://hdl.handle.net/1721.1/145003 https://orcid.org/0000-0002-1043-393X |