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  • Search: subject:"conic convex programming"
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Year of publication
Subject
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conic convex programming 6 semidefinite programming 6 duality 4 interior point method 4 self-duality 4 initialization 2
Online availability
All
Free 5
Type of publication
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Book / Working Paper 6
Language
All
Undetermined 6
Author
All
Luo, Z-Q. 6 Sturm, J.F. 6 Zhang, S. 3 Zhang, Zhang, S. 3
Institution
All
Erasmus University Rotterdam, Econometric Institute 3 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 3
Published in...
All
Econometric Institute Report 3 Econometric Institute Research Papers 3
Source
All
RePEc 6
Showing 1 - 6 of 6
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Conic convex programming and self-dual embedding
Luo, Z-Q.; Sturm, J.F.; Zhang, Zhang, S. - Faculteit der Economische Wetenschappen, Erasmus … - 1998
general conic convex programming, including semidefinite programming. Since a nonlinear conic convex programming problem may …
Persistent link: https://www.econbiz.de/10010744435
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Cover Image
Conic convex programming and self-dual embedding
Luo, Z-Q.; Sturm, J.F.; Zhang, S. - Erasmus University Rotterdam, Econometric Institute - 1998
general conic convex programming, including semidefinite programming. Since a nonlinear conic convex programming problem may …
Persistent link: https://www.econbiz.de/10008484081
Saved in:
Cover Image
Duality Results for Conic Convex Programming
Luo, Z-Q.; Sturm, J.F.; Zhang, Zhang, S. - Faculteit der Economische Wetenschappen, Erasmus … - 1997
This paper presents a unified study of duality properties for the problem of minimizing a linear function over the intersection of an affine space with a convex cone in finite dimension. Existing duality results are carefully surveyed and some new duality properties are established. Examples are...
Persistent link: https://www.econbiz.de/10010837814
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Cover Image
Duality Results for Conic Convex Programming
Luo, Z-Q.; Sturm, J.F.; Zhang, S. - Erasmus University Rotterdam, Econometric Institute - 1997
This paper presents a unified study of duality properties for the problem of minimizing a linear function over the intersection of an affine space with a convex cone in finite dimension. Existing duality results are carefully surveyed and some new duality properties are established. Examples are...
Persistent link: https://www.econbiz.de/10008484096
Saved in:
Cover Image
Duality and Self-Duality for Conic Convex Programming
Luo, Z-Q.; Sturm, J.F.; Zhang, S. - Erasmus University Rotterdam, Econometric Institute - 1996
This paper considers the problem of minimizing a linear function over the intersection of an affine space with a closed convex cone. In the first half of the paper, we give a detailed study of duality properties of this problem and present examples to illustrate these properties. In particular,...
Persistent link: https://www.econbiz.de/10008484094
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Cover Image
Duality and Self-Duality for Conic Convex Programming
Luo, Z-Q.; Sturm, J.F.; Zhang, Zhang, S. - Faculteit der Economische Wetenschappen, Erasmus … - 1996
This paper considers the problem of minimizing a linear function over the intersection of an affine space with a closed convex cone. In the first half of the paper, we give a detailed study of duality properties of this problem and present examples to illustrate these properties. In particular,...
Persistent link: https://www.econbiz.de/10010837760
Saved in:
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