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Status Determination by Interior-Point Methods for Convex Optimization Problems in Domain-Driven Form

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arxiv 1901.07084 v1 pith:BPGHPQJZ submitted 2019-01-21 math.OC

classification math.OC
keywords domain-drivenformconicproblemsstatusesbestconvexduality
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We study the geometry of convex optimization problems given in a Domain-Driven form and categorize possible statuses of these problems using duality theory. Our duality theory for the Domain-Driven form, which accepts both conic and non-conic constraints, lets us determine and certify statuses of a problem as rigorously as the best approaches for conic formulations (which have been demonstrably very efficient in this context). We analyze the performance of an infeasible-start primal-dual algorithm for the Domain-Driven form in returning the certificates for the defined statuses. Our iteration complexity bounds for this more practical Domain-Driven form match the best ones available for conic formulations. At the end, we propose some stopping criteria for practical algorithms based on insights gained from our analyses.

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  1. Domain-Driven Solver (DDS) Version 2.0: a MATLAB-based Software Package for Convex Optimization Problems in Domain-Driven Form

    math.OC 2019-08 conditional novelty 6.0 of 10

    DDS 2.0 is a MATLAB solver for convex optimization over structured sets including quantum entropy, matrix norms, and hyperbolic polynomials, with certificates from an infeasible-start primal-dual method.

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