SuperSCS: fast and accurate large-scale conic optimization

被引：0
|
作者：
Sopasakis, Pantelis [1 ]
Menounou, Krina [2 ]
Patrinos, Panagiotis [2 ]
机构：
[1] Queens Univ Belfast, Sch Elect Elect Engn & Comp Sci, Ctr Intelligent Autonomous Mfg Syst, Belfast BT9 5AH, Antrim, North Ireland
[2] Katholieke Univ Leuven, Dept Elect Engn ESAT, STADIUS, Kasteelpk 10, B-3001 Leuven, Belgium
来源：
2019 18TH EUROPEAN CONTROL CONFERENCE (ECC) | 2019年
基金：
欧盟地平线“2020”;
关键词：
D O I：
10.23919/ecc.2019.8796286
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We present SuperSCS: a fast and accurate method for solving large-scale convex conic problems. SuperSCS combines the SuperMann algorithmic framework with the Douglas-Rachford splitting which is applied on the homogeneous selfdual embedding of conic optimization problems: a model for conic optimization problems which simultaneously encodes the optimality conditions and infeasibility/unboundedness certificates for the original problem. SuperMann allows the use of fast quasi-Newtonian directions such as a modified restarted Broyden-type direction and Anderson's acceleration.
引用
收藏
页码：1500 / 1505
页数：6
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