COSMO: A conic operator splitting method for large convex problems

<p style="text-align:justify;"> This paper describes the Conic Operator Splitting Method (COSMO), an operator splitting algorithm for convex optimisation problems with quadratic objective function and conic constraints. At each step the algorithm alternates between solving a quasi-d...

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Hlavní autoři: Garstka, M, Cannon, M, Goulart, P
Médium: Conference item
Vydáno: IEEE 2019