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Please use this identifier to cite or link to this item: http://hdl.handle.net/10928/872

Title: Worst case bounds on facial reduction for conic programming
Authors: Lourenço, Bruno Figueira
Muramatsu, Masakazu
Tsuchiya, Takashi
Keywords: conic linear programming
facial reduction
Issue Date: Dec-2016
Publisher: 成蹊大学理工学部
Abstract: Conic linear programming is a powerful modelling technique with many applications in engineering, planning, statistics and many others. Typically, a conic linear program (CLP) is expressed as the task of minimizing some linear function subject to linear equations and conic constraints. Sometimes, however, the CLPs can exhibit nasty theoretical behavior. This is where regularization techniques come to play. They fix ill-behaved problems and put them in a shape that solvers can successfully handle them. In this note, we present a brief account of Facial Reduction Algorithms and discuss worst case bounds for their termination.
URI: http://hdl.handle.net/10928/872
Appears in Collections:第53巻第2号

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