Post-Processing with Projection and Rescaling Algorithms for Semidefinite Programming
S Kanoh, A Yoshise - arXiv preprint arXiv:2401.10429, 2024 - arxiv.org
We propose the algorithm that solves the symmetric cone programs (SCPs) by iteratively
calling the projection and rescaling methods the algorithms for solving exceptional cases of …
calling the projection and rescaling methods the algorithms for solving exceptional cases of …
Computational performance of a projection and rescaling algorithm
This paper documents a computational implementation of a projection and rescaling
algorithm for finding most interior solutions to the pair of feasibility problems find x∈ L∩ R+ …
algorithm for finding most interior solutions to the pair of feasibility problems find x∈ L∩ R+ …
A new extension of Chubanov's method to symmetric cones
S Kanoh, A Yoshise - Mathematical Programming, 2024 - Springer
We propose a new variant of Chubanov's method for solving the feasibility problem over the
symmetric cone by extending Roos's method (Optim Methods Softw 33 (1): 26–44, 2018) of …
symmetric cone by extending Roos's method (Optim Methods Softw 33 (1): 26–44, 2018) of …
Implementation of a projection and rescaling algorithm for second-order conic feasibility problems
This paper documents a computational implementation of a projection and rescaling
algorithm for solving one of the alternative feasibility problems find x∈ L∩ Ω or find x^∈ …
algorithm for solving one of the alternative feasibility problems find x∈ L∩ Ω or find x^∈ …
An oracle-based projection and rescaling algorithm for linear semi-infinite feasibility problems and its application to SDP and SOCP
M Muramatsu, T Kitahara, BF Lourenço… - arXiv preprint arXiv …, 2018 - arxiv.org
We point out that Chubanov's oracle-based algorithm for linear programming [5] can be
applied almost as it is to linear semi-infinite programming (LSIP). In this note, we describe …
applied almost as it is to linear semi-infinite programming (LSIP). In this note, we describe …
Симметричные матрицы, элементами которых служат линейные функции
АВ Селиверстов - Журнал вычислительной математики и …, 2020 - elibrary.ru
Существует большое множество вещественных симметричных матриц, элементами
которых служат линейные функции нескольких переменных, причем каждая матрица …
которых служат линейные функции нескольких переменных, причем каждая матрица …
Symmetric matrices whose entries are linear functions
AV Seliverstov - Computational Mathematics and Mathematical Physics, 2020 - Springer
There exists a large set of real symmetric matrices whose entries are linear functions in
several variables such that each matrix in this set is definite at some point, that is, the matrix …
several variables such that each matrix in this set is definite at some point, that is, the matrix …
[PDF][PDF] Polyhedral Approximations of the Semidefinite Cone and Their Applications
汪玉柱, オウギョクチュウ - 2022 - tsukuba.repo.nii.ac.jp
Semidefinite optimization problems (SDPs) have a wide range of applications in convex
optimization, combinatorial and nonconvex optimizations and control theory. The …
optimization, combinatorial and nonconvex optimizations and control theory. The …
Enhanced basic procedures for the projection and rescaling algorithm
DH Gutman - Optimization Letters, 2019 - Springer
Using an efficient algorithmic implementation of Caratheodory's theorem, we propose three
enhanced versions of the projection and rescaling algorithm's basic procedures. Each of …
enhanced versions of the projection and rescaling algorithm's basic procedures. Each of …
A data-independent distance to infeasibility for linear conic systems
J Pena, V Roshchina - SIAM Journal on Optimization, 2020 - SIAM
We offer a unified treatment of distinct measures of well-posedness for homogeneous conic
systems. To that end, we introduce a distance to infeasibility based entirely on geometric …
systems. To that end, we introduce a distance to infeasibility based entirely on geometric …