Projection Methods in Conic Optimization [chapter]

Didier Henrion, Jérôme Malick
2011 International Series in Operations Research and Management Science  
There exist efficient algorithms to project a point onto the intersection of a convex cone and an affine subspace. Those conic projections are in turn the work-horse of a range of algorithms in conic optimization, having a variety of applications in science, finance and engineering. This chapter reviews some of these algorithms, emphasizing the so-called regularization algorithms for linear conic optimization, and applications in polynomial optimization. This is a presentation of the material
more » ... several recent research articles; we aim here at clarifying the ideas, presenting them in a general framework, and pointing out important techniques.
doi:10.1007/978-1-4614-0769-0_20 fatcat:h6pch2tgxne4zaqgq5djlkjtfq