%0 Generic
%D 2008
%T Second Order Conic Programming
%A Heredia, F.-Javier
%C Barcelona, Spain
%I Dept. of Statistics and Operations Research, Technical University of Catalonia
%S Summer School
%X Conic quadratic optimization is an exciting extension of linear optimization. The excitement comes from that many important applications can be modeled as a conic quadratic optimization problem. Moreover, conic quadratic optimization problems can be effciently solved using an appropriate interior-point method. In this course we will review the topic conic quadratic optimization. The review will include basic theory, important applications, algorithms, and available software. Course topics: 1. Basic properties of Second Order Conic Programming (SOCP). Duality 2. Modelling. Important applications. 3. Algorithms for SOCP. 4. Software for SOCP.
%8 14-15/04/2008