Journal article icon

Journal article

COSMO: A conic operator splitting method for convex conic problems

Abstract:

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...

Expand abstract
Publication status:
Not published
Peer review status:
Not peer reviewed

Actions


Access Document


Files:

Authors


More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Oxford college:
St Edmund Hall
Role:
Author
ORCID:
0000-0002-0456-4124
Publication date:
2019-01-30
Source identifiers:
969483
Keywords:
Pubs id:
pubs:969483
UUID:
uuid:274849bd-2630-4c99-a1de-b025b594aacc
Local pid:
pubs:969483
Deposit date:
2019-02-23

Terms of use


Views and Downloads






If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP