On the Behavior of the Homogeneous Self-Dual Model for Conic Convex Optimization
There is a natural norm associated with a starting point of the homogeneous self-dual (HSD) embedding model for conic convex optimization. In this norm two measures of the HSD model’s behavior are precisely controlled independent of the problem instance: (i) the sizes of ε-optimal solutions, and (...
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| Format: | Working Paper |
| Language: | en_US |
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Massachusetts Institute of Technology, Operations Research Center
2004
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| Online Access: | http://hdl.handle.net/1721.1/6752 |