Presolveing in conic programming: theory and implementation
发布时间:2023年12月17日
浏览次数:1346
发布者: Fei Tao
主讲人: Jirui Ma(BICMR)
活动时间: 从 2023-12-18 15:00 到 16:00
场地: Room 9, Quan Zhai, BICMR
Abstract: Most modern commercial conic solvers analyze conic program problem before submitting it to optimization. The purpose of the presolve phase is to reduce the problem size and to modify the robustness of the problem. In this talk, we first review the techniques of presolving in linear programming. Next, we discuss the extension in second order conic programming. Some implementation details are also included.