Journal article
COSMO: A conic operator splitting method for convex conic 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-iteration computational cost makes the m...
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- Publication status:
- Not published
- Peer review status:
- Not peer reviewed
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(Author's original, pdf, 425.0KB)
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Bibliographic Details
- Publication date:
- 2019-01-30
- Source identifiers:
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969483
Item Description
- Keywords:
- Pubs id:
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pubs:969483
- UUID:
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uuid:274849bd-2630-4c99-a1de-b025b594aacc
- Local pid:
- pubs:969483
- Deposit date:
- 2019-02-23
Terms of use
- Copyright holder:
- Garstka et al
- Copyright date:
- 2019
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