Matches in SemOpenAlex for { <https://semopenalex.org/work/W2288174618> ?p ?o ?g. }
- W2288174618 endingPage "1068" @default.
- W2288174618 startingPage "1042" @default.
- W2288174618 abstract "We introduce a first-order method for solving very large convex cone programs. The method uses an operator splitting method, the alternating directions method of multipliers, to solve the homogeneous self-dual embedding, an equivalent feasibility problem involving finding a nonzero point in the intersection of a subspace and a cone. This approach has several favorable properties. Compared to interior-point methods, first-order methods scale to very large problems, at the cost of requiring more time to reach very high accuracy. Compared to other first-order methods for cone programs, our approach finds both primal and dual solutions when available or a certificate of infeasibility or unboundedness otherwise, is parameter free, and the per-iteration cost of the method is the same as applying a splitting method to the primal or dual alone. We discuss efficient implementation of the method in detail, including direct and indirect methods for computing projection onto the subspace, scaling the original problem data, and stopping criteria. We describe an open-source implementation, which handles the usual (symmetric) nonnegative, second-order, and semidefinite cones as well as the (non-self-dual) exponential and power cones and their duals. We report numerical results that show speedups over interior-point cone solvers for large problems, and scaling to very large general cone programs." @default.
- W2288174618 created "2016-06-24" @default.
- W2288174618 creator A5011176205 @default.
- W2288174618 creator A5027179922 @default.
- W2288174618 creator A5059765988 @default.
- W2288174618 creator A5076583746 @default.
- W2288174618 date "2016-02-22" @default.
- W2288174618 modified "2023-10-12" @default.
- W2288174618 title "Conic Optimization via Operator Splitting and Homogeneous Self-Dual Embedding" @default.
- W2288174618 cites W1125881252 @default.
- W2288174618 cites W1506342804 @default.
- W2288174618 cites W1520511539 @default.
- W2288174618 cites W1536329667 @default.
- W2288174618 cites W1632601927 @default.
- W2288174618 cites W1710475132 @default.
- W2288174618 cites W1922442141 @default.
- W2288174618 cites W1946620893 @default.
- W2288174618 cites W1964061814 @default.
- W2288174618 cites W1966333543 @default.
- W2288174618 cites W1967073510 @default.
- W2288174618 cites W1969128975 @default.
- W2288174618 cites W1980693794 @default.
- W2288174618 cites W1981112674 @default.
- W2288174618 cites W1983709472 @default.
- W2288174618 cites W1986080131 @default.
- W2288174618 cites W1986364567 @default.
- W2288174618 cites W1988539966 @default.
- W2288174618 cites W1988690490 @default.
- W2288174618 cites W1993000710 @default.
- W2288174618 cites W1996042893 @default.
- W2288174618 cites W1999913571 @default.
- W2288174618 cites W2001728872 @default.
- W2288174618 cites W2003327120 @default.
- W2288174618 cites W2003372231 @default.
- W2288174618 cites W2004328411 @default.
- W2288174618 cites W2006262045 @default.
- W2288174618 cites W2007437458 @default.
- W2288174618 cites W2010015872 @default.
- W2288174618 cites W2019569173 @default.
- W2288174618 cites W2022004439 @default.
- W2288174618 cites W2026165588 @default.
- W2288174618 cites W2029460515 @default.
- W2288174618 cites W2030417996 @default.
- W2288174618 cites W2038497950 @default.
- W2288174618 cites W2041563548 @default.
- W2288174618 cites W2042532613 @default.
- W2288174618 cites W2042828076 @default.
- W2288174618 cites W2042860556 @default.
- W2288174618 cites W2044040638 @default.
- W2288174618 cites W2045079045 @default.
- W2288174618 cites W2049064539 @default.
- W2288174618 cites W2058532290 @default.
- W2288174618 cites W2058823059 @default.
- W2288174618 cites W2066333552 @default.
- W2288174618 cites W2070461982 @default.
- W2288174618 cites W2074093855 @default.
- W2288174618 cites W2075998338 @default.
- W2288174618 cites W2078675418 @default.
- W2288174618 cites W2085850581 @default.
- W2288174618 cites W2092663520 @default.
- W2288174618 cites W2099799470 @default.
- W2288174618 cites W2105235982 @default.
- W2288174618 cites W2113650251 @default.
- W2288174618 cites W2115706991 @default.
- W2288174618 cites W2142058898 @default.
- W2288174618 cites W2142280715 @default.
- W2288174618 cites W2142333440 @default.
- W2288174618 cites W2150195104 @default.
- W2288174618 cites W2158449358 @default.
- W2288174618 cites W2173413132 @default.
- W2288174618 cites W2985272081 @default.
- W2288174618 cites W3123340358 @default.
- W2288174618 cites W3138798301 @default.
- W2288174618 cites W4240802933 @default.
- W2288174618 cites W4243438987 @default.
- W2288174618 cites W4249667877 @default.
- W2288174618 cites W4250589301 @default.
- W2288174618 cites W4292363360 @default.
- W2288174618 cites W4301283118 @default.
- W2288174618 cites W2065030431 @default.
- W2288174618 doi "https://doi.org/10.1007/s10957-016-0892-3" @default.
- W2288174618 hasPublicationYear "2016" @default.
- W2288174618 type Work @default.
- W2288174618 sameAs 2288174618 @default.
- W2288174618 citedByCount "409" @default.
- W2288174618 countsByYear W22881746182015 @default.
- W2288174618 countsByYear W22881746182016 @default.
- W2288174618 countsByYear W22881746182017 @default.
- W2288174618 countsByYear W22881746182018 @default.
- W2288174618 countsByYear W22881746182019 @default.
- W2288174618 countsByYear W22881746182020 @default.
- W2288174618 countsByYear W22881746182021 @default.
- W2288174618 countsByYear W22881746182022 @default.
- W2288174618 countsByYear W22881746182023 @default.
- W2288174618 crossrefType "journal-article" @default.
- W2288174618 hasAuthorship W2288174618A5011176205 @default.
- W2288174618 hasAuthorship W2288174618A5027179922 @default.
- W2288174618 hasAuthorship W2288174618A5059765988 @default.