Projection methods in conic optimization [article]

Didier Henrion, Jérôme Malick (INRIA Rhône-Alpes / LJK Laboratoire Jean Kuntzmann)
2011 arXiv   pre-print
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.
arXiv:1103.1511v1 fatcat:qnyxxpiy5ffbznqn6x7zvjsvui