1. DSpace at MEDIU
  2. Harvested articles مقالات مستوردة من مؤسسات وجامعات عالمية
  3. MIT Items
Please use this identifier to cite or link to this item: http://dspace.mediu.edu.my:8181/xmlui/handle/1721.1/6752
Full metadata record
DC FieldValueLanguage
dc.creatorFreund, Robert M.-
dc.date2004-10-15T14:45:20Z-
dc.date2004-10-15T14:45:20Z-
dc.date2004-10-
dc.date.accessioned2013-10-09T02:46:45Z-
dc.date.available2013-10-09T02:46:45Z-
dc.date.issued2013-10-09-
dc.identifierhttp://hdl.handle.net/1721.1/6752-
dc.identifier.urihttp://koha.mediu.edu.my:8181/xmlui/handle/1721-
dc.descriptionThere is a natural norm associated with a starting point of the homogeneous self-dual (HSD) embedding model for conic convex optimization. In this norm two measures of the HSD model’s behavior are precisely controlled independent of the problem instance: (i) the sizes of ε-optimal solutions, and (ii) the maximum distance of ε-optimal solutions to the boundary of the cone of the HSD variables. This norm is also useful in developing a stopping-rule theory for HSD-based interior-point methods such as SeDuMi. Under mild assumptions, we show that a standard stopping rule implicitly involves the sum of the sizes of the ε-optimal primal and dual solutions, as well as the size of the initial primal and dual infeasibility residuals. This theory suggests possible criteria for developing starting points for the homogeneous self-dual model that might improve the resulting solution time in practice-
dc.format194788 bytes-
dc.formatapplication/pdf-
dc.languageen_US-
dc.publisherMassachusetts Institute of Technology, Operations Research Center-
dc.relationOperations Research Center Working Paper Series;OR 372-04-
dc.titleOn the Behavior of the Homogeneous Self-Dual Model for Conic Convex Optimization-
dc.typeWorking Paper-
Appears in Collections:MIT Items

Files in This Item:
There are no files associated with this item.
Show simple item record


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.