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dc.contributor.authorFreund, Robert M.
dc.date.accessioned2004-10-15T14:45:20Z
dc.date.available2004-10-15T14:45:20Z
dc.date.issued2004-10
dc.identifier.urihttp://hdl.handle.net/1721.1/6752
dc.description.abstractThere 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 practiceen
dc.format.extent194788 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoen_US
dc.publisherMassachusetts Institute of Technology, Operations Research Centeren
dc.relation.ispartofseriesOperations Research Center Working Paper Series;OR 372-04
dc.titleOn the Behavior of the Homogeneous Self-Dual Model for Conic Convex Optimizationen
dc.typeWorking Paperen


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