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Conic Optimization via Operator Splitting and Homogeneous Self-Dual Embedding

Citations

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Cited by:

  1. Pietro D’Alessandro & Manlio Gaudioso & Giovanni Giallombardo & Giovanna Miglionico, 2024. "The Descent–Ascent Algorithm for DC Programming," INFORMS Journal on Computing, INFORMS, vol. 36(2), pages 657-671, March.
  2. Benoît Legat & Oscar Dowson & Joaquim Dias Garcia & Miles Lubin, 2022. "MathOptInterface: A Data Structure for Mathematical Optimization Problems," INFORMS Journal on Computing, INFORMS, vol. 34(2), pages 672-689, March.
  3. Alberto Marchi, 2022. "On a primal-dual Newton proximal method for convex quadratic programs," Computational Optimization and Applications, Springer, vol. 81(2), pages 369-395, March.
  4. Michael Garstka & Mark Cannon & Paul Goulart, 2021. "COSMO: A Conic Operator Splitting Method for Convex Conic Problems," Journal of Optimization Theory and Applications, Springer, vol. 190(3), pages 779-810, September.
  5. Goran Banjac & Paul Goulart & Bartolomeo Stellato & Stephen Boyd, 2019. "Infeasibility Detection in the Alternating Direction Method of Multipliers for Convex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 183(2), pages 490-519, November.
  6. Florian Schwendinger & Bettina Grün & Kurt Hornik, 2021. "A comparison of optimization solvers for log binomial regression including conic programming," Computational Statistics, Springer, vol. 36(3), pages 1721-1754, September.
  7. Run Chen & Andrew L. Liu, 2021. "A distributed algorithm for high-dimension convex quadratically constrained quadratic programs," Computational Optimization and Applications, Springer, vol. 80(3), pages 781-830, December.
  8. Andrew Butler & Roy Kwon, 2021. "Efficient differentiable quadratic programming layers: an ADMM approach," Papers 2112.07464, arXiv.org.
  9. Guillermo Angeris & Akshay Agrawal & Alex Evans & Tarun Chitra & Stephen Boyd, 2021. "Constant Function Market Makers: Multi-Asset Trades via Convex Optimization," Papers 2107.12484, arXiv.org.
  10. Dávid Papp & Sercan Yıldız, 2022. "Alfonso: Matlab Package for Nonsymmetric Conic Optimization," INFORMS Journal on Computing, INFORMS, vol. 34(1), pages 11-19, January.
  11. Sun, Qinghe & Chen, Li & Meng, Qiang, 2022. "Evaluating port efficiency dynamics: A risk-based approach," Transportation Research Part B: Methodological, Elsevier, vol. 166(C), pages 333-347.
  12. Andrew Butler & Roy H. Kwon, 2023. "Efficient differentiable quadratic programming layers: an ADMM approach," Computational Optimization and Applications, Springer, vol. 84(2), pages 449-476, March.
  13. Leo Liberti, 2020. "Distance geometry and data science," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(2), pages 271-339, July.
  14. Jinhak Kim & Mohit Tawarmalani & Jean-Philippe P. Richard, 2019. "Convexification of Permutation-Invariant Sets," Purdue University Economics Working Papers 1315, Purdue University, Department of Economics.
  15. Zohrizadeh, Fariba & Josz, Cedric & Jin, Ming & Madani, Ramtin & Lavaei, Javad & Sojoudi, Somayeh, 2020. "A survey on conic relaxations of optimal power flow problem," European Journal of Operational Research, Elsevier, vol. 287(2), pages 391-409.
  16. Chen, Ying & Koch, Thorsten & Zakiyeva, Nazgul & Zhu, Bangzhu, 2020. "Modeling and forecasting the dynamics of the natural gas transmission network in Germany with the demand and supply balance constraint," Applied Energy, Elsevier, vol. 278(C).
  17. Nicholas Moehle & Mykel J. Kochenderfer & Stephen Boyd & Andrew Ang, 2021. "Tax-Aware Portfolio Construction via Convex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 189(2), pages 364-383, May.
  18. Enzo Busseti, 2019. "Derivative of a Conic Problem with a Unique Solution," Papers 1903.05753, arXiv.org, revised Mar 2019.
  19. Steven Diamond & Stephen Boyd, 2017. "Stochastic Matrix-Free Equilibration," Journal of Optimization Theory and Applications, Springer, vol. 172(2), pages 436-454, February.
  20. Mathieu Besançon & Joaquim Dias Garcia & Benoît Legat & Akshay Sharma, 2024. "Flexible Differentiable Optimization via Model Transformations," INFORMS Journal on Computing, INFORMS, vol. 36(2), pages 456-478, March.
  21. Stephen Boyd & Kasper Johansson & Ronald Kahn & Philipp Schiele & Thomas Schmelzer, 2024. "Markowitz Portfolio Construction at Seventy," Papers 2401.05080, arXiv.org.
  22. Oviedo-Cepeda, J.C. & Serna-Suárez, Ivan & Osma-Pinto, German & Duarte, Cesar & Solano, Javier & Gabbar, Hossam A., 2020. "Design of tariff schemes as demand response mechanisms for stand-alone microgrids planning," Energy, Elsevier, vol. 211(C).
  23. Enzo Busseti & Walaa M. Moursi & Stephen Boyd, 2019. "Solution refinement at regular points of conic problems," Computational Optimization and Applications, Springer, vol. 74(3), pages 627-643, December.
  24. Richard Spady & Sami Stouli, 2020. "Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions," Papers 2011.06416, arXiv.org.
  25. Nicholas Moehle & Mykel J. Kochenderfer & Stephen Boyd & Andrew Ang, 2020. "Tax-Aware Portfolio Construction via Convex Optimization," Papers 2008.04985, arXiv.org, revised Feb 2021.
  26. da Costa, B. Freitas Paulo & Pesenti, Silvana M. & Targino, Rodrigo S., 2023. "Risk budgeting portfolios from simulations," European Journal of Operational Research, Elsevier, vol. 311(3), pages 1040-1056.
  27. Bernardo Freitas Paulo da Costa & Silvana M. Pesenti & Rodrigo S. Targino, 2023. "Risk Budgeting Portfolios from Simulations," Papers 2302.01196, arXiv.org.
  28. Nikitas Rontsis & Paul Goulart & Yuji Nakatsukasa, 2022. "Efficient Semidefinite Programming with Approximate ADMM," Journal of Optimization Theory and Applications, Springer, vol. 192(1), pages 292-320, January.
  29. Johannes Friedrich & Pengcheng Zhou & Liam Paninski, 2017. "Fast online deconvolution of calcium imaging data," PLOS Computational Biology, Public Library of Science, vol. 13(3), pages 1-26, March.
  30. Chris Coey & Lea Kapelevich & Juan Pablo Vielma, 2022. "Solving Natural Conic Formulations with Hypatia.jl," INFORMS Journal on Computing, INFORMS, vol. 34(5), pages 2686-2699, September.
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