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A Primal-Dual Operator Splitting Method for Conic Optimization
Primal-Dual Operator Splitting Method Conic Optimization
2015/7/9
We develop a simple operator splitting method for solving a primal conic optimization problem; we show that the iterates also solve the dual problem. The resulting algorithm is very simple to describe...
Conic Optimization via Operator Splitting and Homogeneous Self-Dual Embedding
Optimization via Operator Splitting Homogeneous Self-Dual Embedding
2015/7/9
We introduce a first order method for solving very large cone programs to modest accuracy. The method uses an operator splitting method, the alternating directions method of multipliers, to solve the ...