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SIAMJO
2008
139views more  SIAMJO 2008»
13 years 4 months ago
An Augmented Primal-Dual Method for Linear Conic Programs
We propose a new iterative approach for solving linear programs over convex cones. Assuming that Slaters condition is satisfied, the conic problem is transformed to the minimizatio...
Florian Jarre, Franz Rendl