Monthly Archives: June, 2017

Cone programs and self-dual embeddings

This post aims at providing some intuition into cone programs from different perspectives; in particular:

  1. Equivalence of different formulations of cone programs
  2. Fenchel duality
  3. Primal-dual optimality conditions (OC)
  4. OCs as variational inequalities
  5. Homogeneous self-dual embeddings (HSDEs)
  6. OCs for HSDEs

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