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...

Szczegółowa specyfikacja

Opis bibliograficzny
Główni autorzy: Garstka, M, Cannon, M, Goulart, P
Format: Conference item
Wydane: IEEE 2019