Jordan symmetry reduction for conic optimization over the doubly nonnegative cone: theory and software
Sign Up to like & getrecommendations! Published in 2022 at "Optimization Methods and Software"
DOI: 10.1080/10556788.2021.2022146
Abstract: A common computational approach for polynomial optimization problems (POPs) is to use (hierarchies of) semidefinite programming (SDP) relaxations. When the variables in the POP are required to be nonnegative, these SDP problems typically involve nonnegative… read more here.
Keywords: doubly nonnegative; optimization; conic optimization; symmetry reduction ... See more keywords
Alfonso: Matlab Package for Nonsymmetric Conic Optimization
Sign Up to like & getrecommendations! Published in 2021 at "INFORMS Journal on Computing"
DOI: 10.1287/ijoc.2021.1058
Abstract: We present alfonso, an open-source Matlab package for solving conic optimization problems over nonsymmetric convex cones. The implementation is based on the authors’ corrected analysis of a method of Skajaa and Ye. It enables optimization… read more here.
Keywords: conic optimization; barrier; alfonso; optimization ... See more keywords