Projective Pre-Conditioners for Improving the Behavior of a Homogeneous Conic Linear System

In this paper we present a general theory for transforming a normalized homogeneous conic system F : Ax = 0, s'x = 1, x in C to an equivalent system via projective transformation induced by the choice of a point w in the set H'(s) = { v : s - A'v in C*}. Such a projective transformati...

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Bibliographic Details
Main Authors: Belloni, Alexandre, Freund, Robert M.
Format: Working Paper
Language:en_US
Published: Massachusetts Institute of Technology, Operations Research Center 2005
Online Access:http://hdl.handle.net/1721.1/17074