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• W4221148616 abstract "Conic optimization is the minimization of a convex quadratic function subject to conic constraints. We introduce a novel first-order method for conic optimization, named <italic xmlns:mml=http://www.w3.org/1998/Math/MathML xmlns:xlink=http://www.w3.org/1999/xlink>extrapolated proportional-integral projected gradient method (xPIPG)</i> , that automatically detects infeasibility. The iterates of xPIPG either asymptotically satisfy a set of primal-dual optimality conditions, or generate a proof of primal or dual infeasibility. We demonstrate the application of xPIPG using benchmark problems in model predictive control. xPIPG outperforms many state-of-the-art conic optimization solvers, especially when solving large-scale problems." @default.
• W4221148616 created "2022-04-03" @default.
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• W4221148616 date "2023-01-01" @default.
• W4221148616 modified "2023-09-26" @default.
• W4221148616 title "Extrapolated Proportional-Integral Projected Gradient Method for Conic Optimization" @default.
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• W4221148616 doi "https://doi.org/10.1109/lcsys.2022.3186647" @default.
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