Projective re-normalization for improving the behavior of a homogeneous conic linear system

In this paper we study the homogeneous conic system F : Ax = 0, x ∈ C \ {0}. We choose a point ¯s ∈ intC∗ that serves as a normalizer and consider computational properties of the normalized system F¯s : Ax = 0, ¯sT x = 1, x ∈ C. We show that the computational complexity of solving F via an interior-...

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Bibliographic Details
Main Authors: Belloni, Alexandre, Freund, Robert Michael
Other Authors: Sloan School of Management
Format: Article
Language:en_US
Published: Springer Berlin 2010
Online Access:http://hdl.handle.net/1721.1/54746
https://orcid.org/0000-0002-1733-5363