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An Algorithm for Nonsymmetric Conic Optimization Inspired by MOSEK

arXiv 2003.01546 ↗First posted 3 Mar 2020math.OCcited by 1

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Abstract (arXiv)

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.

Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). First posted on arXiv 3 Mar 2020.

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  1. 2023Inference for Probabilistic Dependency Graphscited by 1