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 …

Computational performance of a projection and rescaling algorithm

J Pena, N Soheili - Optimization Methods and Software, 2021 - Taylor & Francis
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+ …

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 …

Implementation of a projection and rescaling algorithm for second-order conic feasibility problems

J Peña, N Soheili - Optimization Methods and Software, 2023 - Taylor & Francis
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^∈ …

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 …

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 …

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 …

[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 …

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 …

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 …