Operations Research Center Working Papers: Recent submissions
Now showing items 28-30 of 372
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On the Behavior of the Homogeneous Self-Dual Model for Conic Convex Optimization
(Massachusetts Institute of Technology, Operations Research Center, 2004-10)There is a natural norm associated with a starting point of the homogeneous self-dual (HSD) embedding model for conic convex optimization. In this norm two measures of the HSD model’s behavior are precisely controlled ... -
On Two Measures of Problem Instance Complexity and Their Correlation with the Performance of SeDuMi on Second-Order Cone Problems
(Massachusetts Institute of Technology, Operations Research Center, 2004-09-13)We evaluate the practical relevance of two measures of conic convex problem complexity as applied to second-order cone problems solved using the homogeneous self-dual (HSD) embedding model in the software SeDuMi. The ... -
Dynamic Bundle Methods: Application to Combinatorial Optimization
(Massachusetts Institute of Technology, Operations Research Center, 2004-06)Lagrangian relaxation is a popular technique to solve difficult optimization problems. However, the applicability of this technique depends on having a relatively low number of hard constraints to dualize. When there are ...
