Work

A Framework for Applying Subgradient Methods to Conic Optimization Problems

Year: 2015
Type: preprint
Abstract: A framework is presented whereby a general convex conic optimization problem is transformed into an equivalent convex optimization problem whose only constraints are linear equations and whose objective function is Lipschitz continuous. Virtually any subgradient method can be applied to solve the equivalent problem. Two methods are analyzed.
Language: English
Open Access status: green
OpenAlex ID: W2108516953
Cites: 2
Cited by: 8
Related to: 10