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| Fiche détaillée | Chapitres d'ouvrages scientifiques |
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| Handbook on Semidefinite, Conic and Polynomial Optimization, Miguel F. Anjos and Jean B. Lasserre (Ed.) (2012) 565-600 |
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| Projection methods in conic optimization |
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| Didier Henrion1, 2Jérôme Malick3 |
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| There exist efficient algorithms to project a point onto the intersection of a convex cone and an affine subspace. Those conic projections are in turn the work-horse of a range of algorithms in conic optimization, having a variety of applications in science, finance and engineering. This chapter reviews some of these algorithms, emphasizing the so-called regularization algorithms for linear conic optimization, and applications in polynomial optimization. This is a presentation of the material of several recent research articles; we aim here at clarifying the ideas, presenting them in a general framework, and pointing out important techniques. |
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| 1 : | LAAS - Laboratoire d'analyse et d'architecture des systèmes |
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| 2 : | CTU/FEE - Faculty of electrical engineering [Prague] |
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| 3 : | INRIA Grenoble Rhône-Alpes / LJK Laboratoire Jean Kuntzmann - BIPOP |
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| LAAS-MAC |
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| hal-00574437, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00574437 | |
| oai:hal.archives-ouvertes.fr:hal-00574437 | |
| Contributeur : Didier Henrion | |
| Soumis le : Mardi 8 Mars 2011, 09:42:50 | |
| Dernière modification le : Mardi 21 Mai 2013, 23:53:33 | |
