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  • There exist efficient algorithms to project a point onto the intersection of a convex conic and an affine subspace. Those conic projections are in turn the work-horse of a range of algorithms in conic optimization, having a variety of applications in science, finance and engineering. This chapter reviews some of these algorithms, emphasizing the so-called regularization algorithms for linear conic optimization, and applications in polynomial optimization. This is a presentation of the material of several recent research articles; we aim here at clarifying the ideas, presenting them in a general framework, and pointing out important techniques.
  • There exist efficient algorithms to project a point onto the intersection of a convex conic and an affine subspace. Those conic projections are in turn the work-horse of a range of algorithms in conic optimization, having a variety of applications in science, finance and engineering. This chapter reviews some of these algorithms, emphasizing the so-called regularization algorithms for linear conic optimization, and applications in polynomial optimization. This is a presentation of the material of several recent research articles; we aim here at clarifying the ideas, presenting them in a general framework, and pointing out important techniques. (en)
Title
  • Projection methods in convex optimization
  • Projection methods in convex optimization (en)
skos:prefLabel
  • Projection methods in convex optimization
  • Projection methods in convex optimization (en)
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  • RIV/68407700:21230/12:00186933!RIV13-GA0-21230___
http://linked.open...avai/riv/aktivita
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  • P(GAP103/10/0628)
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  • Henrion, Didier
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  • 162703
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  • RIV/68407700:21230/12:00186933
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  • optimization; algorithms; numerical methods; semidefinite programming; polynomials (en)
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  • [799CE68D89D4]
http://linked.open...i/riv/mistoVydani
  • Berlin
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  • International Series in Operations Research & Management Science č. sv. 166
http://linked.open...i/riv/nazevZdroje
  • Handbook on Semidefinite, Conic and Polynomial Optimization
http://linked.open...in/vavai/riv/obor
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http://linked.open...v/pocetStranKnihy
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Henrion, Didier
  • Malick, J.
number of pages
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  • Springer-Verlag
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  • 978-1-4614-0768-3
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  • 21230
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