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