Conic formulation of a convex programming problem and duality
- 1 January 1992
- journal article
- research article
- Published by Taylor & Francis in Optimization Methods and Software
- Vol. 1 (2) , 95-115
- https://doi.org/10.1080/10556789208805510
Abstract
We study a special universal “conic” formulation of a convex program where the problem is in minimizing a linear objective over the intersection of a convex cone and an affine plane. We focus on the duality relations for conic problems and extend onto general conic case the primal-dual polynomial time interior point method initially developed for LP problems.Keywords
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