A relaxed-certificate facial reduction algorithm based on subspace intersection

Henrik Alsing Friberg

Research output: Contribution to journalJournal articleResearchpeer-review

Abstract

A “facial reduction”-like regularization algorithm is established for general conic optimization problems by relaxing requirements on the reduction certificates. This yields a rapid subspace reduction algorithm challenged only by representational issues of the regularized cone. A condition for practical usage is analyzed and shown to always be satisfied for single second-order cone optimization problems. Should the condition fail on some other class of instances, only partial regularization is achieved based on the success of the individual subspace intersection.
Original languageEnglish
JournalOperations Research Letters
Volume44
Issue number6
Pages (from-to)718-722
ISSN0167-6377
DOIs
Publication statusPublished - 2016

Keywords

  • Conic optimization
  • Facial reduction
  • Second-order cones
  • Subspace intersection

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