Separated Continuous Conic Programming: Strong Duality and an Approximation Algorithm

Motivated by recent applications in robust optimization and in sign-constrained linear-quadratic control, we study in this paper a new class of optimization problems called separated continuous conic programming (SCCP). Focusing on a symmetric primal-dual pair, we develop a strong duality theory for...

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Bibliographic Details

Published in:	SIAM journal on control and optimization Vol. 48; no. 4; pp. 2118 - 2138
Main Authors:	Wang, Xiaoqing, Zhang, Shuzhong, Yao, David D.
Format:	Journal Article
Language:	English
Published:	Philadelphia Society for Industrial and Applied Mathematics 01.01.2009
Subjects:	Algorithms Approximation Conics Discretization Focusing Mathematical analysis Optimization Optimization algorithms Programming Quadratic programming Studies
ISSN:	0363-0129, 1095-7138
Online Access:	Get full text
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