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An Algorithm for Nonsymmetric Conic Optimization Inspired by MOSEK

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  • Badenbroek, Riley

    (Tilburg University, School of Economics and Management)

  • Dahl, Joachim

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  • Badenbroek, Riley & Dahl, Joachim, 2020. "An Algorithm for Nonsymmetric Conic Optimization Inspired by MOSEK," Other publications TiSEM bcf7ef05-e4e6-4ce8-b2e9-6, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:bcf7ef05-e4e6-4ce8-b2e9-6d4e3beb3a84
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/41209535/2003.01546.pdf
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    References listed on IDEAS

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    1. Lei Guo & Gui-Hua Lin & Jane J. Ye, 2015. "Solving Mathematical Programs with Equilibrium Constraints," Journal of Optimization Theory and Applications, Springer, vol. 166(1), pages 234-256, July.
    2. Yu. E. Nesterov & M. J. Todd, 1997. "Self-Scaled Barriers and Interior-Point Methods for Convex Programming," Mathematics of Operations Research, INFORMS, vol. 22(1), pages 1-42, February.
    3. Luo, Z-Q. & Sturm, J.F. & Zhang, S., 1996. "Duality and Self-Duality for Conic Convex Programming," Econometric Institute Research Papers EI 9620-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    4. Yinyu Ye & Michael J. Todd & Shinji Mizuno, 1994. "An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm," Mathematics of Operations Research, INFORMS, vol. 19(1), pages 53-67, February.
    5. de Klerk, E. & Roos, C. & Terlaky, T., 1997. "Initialization in semidefinite programming via a self-dual, skew-symmetric embedding," Other publications TiSEM aa045849-1e10-4f84-96ca-4, Tilburg University, School of Economics and Management.
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    Cited by:

    1. Badenbroek, Riley, 2021. "Interior point methods and simulated annealing for nonsymmetric conic optimization," Other publications TiSEM 4374ab25-fdb5-4e6e-a198-6, Tilburg University, School of Economics and Management.

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