Presolveing in conic programming: theory and implementation
Time: 2023-12-17
Published By: Fei Tao
Speaker(s): Jirui Ma(BICMR)
Time: 15:00-16:00 December 18, 2023
Venue: 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.