受MOSEK启发的非对称二次曲线Optimization算法
An Algorithm for Nonsymmetric Conic Optimization Inspired by MOSEK
摘要:
我们分析了用于非对称圆锥优化的MOSEK算法中使用的缩放矩阵,搜索方向和邻域[Dahl和Andersen,2019]。它被证明,这些可以用来计算一个近最优解的齐次自对偶模型在多项式时间。
英文摘要:
We analyze the scaling matrix, search direction, and neighborhood used in MOSEK's algorithm for nonsymmetric conic optimization [Dahl and Andersen, 2019]. It is proven that these can be used to compute a near-optimal solution to the homogeneous self-dual model in polynomial time.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。