Projection methods in conic optimization
Optimization and Control
2011-03-09 v1
Abstract
There exist efficient algorithms to project a point onto the intersection of a convex cone 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.
Cite
@article{arxiv.1103.1511,
title = {Projection methods in conic optimization},
author = {Didier Henrion and Jérôme Malick},
journal= {arXiv preprint arXiv:1103.1511},
year = {2011}
}