论文标题
一种非对称圆锥优化的算法，受Mosek的启发
An Algorithm for Nonsymmetric Conic Optimization Inspired by MOSEK
论文作者
论文摘要
我们分析了Mosek算法中用于非对称圆锥优化的缩放矩阵，搜索方向和邻域[Dahl and Andersen，2019年]。事实证明，这些可用于在多项式时间内对均匀的自偶联模型计算近乎最佳的解决方案。
We analyze the scaling matrix, search direction, and neighborhood used in MOSEK's algorithm for nonsymmetric conic optimization [Dahl and Andersen, 2019]. It is proven that these can be used to compute a near-optimal solution to the homogeneous self-dual model in polynomial time.
