The Many Faces of Degeneracy in Conic Optimization

ISBN-13: 9781680833904 / Angielski / Miękka / 2017 / 116 str.

Dmitriy Drusvyatskiy; Henry Wolkowicz

Opis

The Many Faces of Degeneracy in Conic Optimization describes various reasons for the loss of strict feasibility, whether due to poor modeling choices or (more interestingly) rich underlying structure, and discusses ways to cope with it and, in many pronounced cases, how to use it as an advantage.

Spis treści

• 1. What this monograph is about? Part I: Theory
• 2. Convex geometry
• 3. Virtues of strict feasibility
• 4. Facial reduction Part II: Applications and illustrations
• 5. Introduction
• 6. Matrix completions
• 7. Hard combinatorial problems
• Acknowledgements
• Index
• References.