Second Order Conic Programming
Wed, 04/16/2008 - 10:21 — admin
| Publication Type | Conference/School/Seminar attendance |
| Year of Publication | 2008 |
| Authors | F.-Javier Heredia |
| Conference Name | Summer School of the Master on Statistics and Operations Research |
| Event Type | Summer School |
| Conference Organiser | Dept. of Statistics and Operations Research, Technical University of Catalonia |
| Conference Dates | 14-15/04/2008 |
| Conference Location | Barcelona, Spain |
| Abstract | 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. |
| Export | Tagged XML BibTex |
| Attachment | Size |
|---|---|
| slides_erling_socp.zip | 2.21 MB |
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