Conference item
COSMO: A conic operator splitting method for large convex problems
- Abstract:
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This paper describes the Conic Operator Splitting Method (COSMO), an operator splitting algorithm for convex optimisation problems with quadratic objective function and conic constraints. At each step the algorithm alternates between solving a quasi-definite linear system with a constant coefficient matrix and a projection onto convex sets. The solver is able to exploit chordal sparsity in the problem data and to detect infeasible problems. The low per-iterati...
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- Publication status:
- Published
- Peer review status:
- Peer reviewed
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- Files:
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(Accepted manuscript, pdf, 259.0KB)
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- Publisher copy:
- 10.23919/ECC.2019.8796161
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Authors
Bibliographic Details
- Publisher:
- IEEE Publisher's website
- Journal:
- European Control Conference Journal website
- Pages:
- 1951-1956
- Host title:
- European Control Conference 2019
- Publication date:
- 2019-08-15
- Acceptance date:
- 2019-02-20
- DOI:
- Source identifiers:
-
976034
- ISBN:
- 9783907144015
Item Description
- Pubs id:
-
pubs:976034
- UUID:
-
uuid:25211347-1646-4d6b-9ad5-807d1c865e50
- Local pid:
- pubs:976034
- Deposit date:
- 2019-03-16
Terms of use
- Copyright holder:
- EUCA
- Copyright date:
- 2019
- Notes:
- © 2019 EUCA. This is the accepted manuscript version of the article. The final version is available online from IEEE at: https://doi.org/10.23919/ECC.2019.8796161
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