Second Order Conic Programming

Publication TypeConference/School/Seminar attendance
Year of Publication2008
AuthorsF.-Javier Heredia
Conference NameSummer School of the Master on Statistics and Operations Research
Event TypeSummer School
Conference OrganiserDept. of Statistics and Operations Research, Technical University of Catalonia
Conference Dates14-15/04/2008
Conference LocationBarcelona, Spain
AbstractConic 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.
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slides_erling_socp.zip2.21 MB