Conic Formulation for l p -Norm Optimization |
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| Authors: | Glineur F Terlaky T |
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| Institution: | (1) Service de Mathématique et de Recherche Opérationnelle, Faculté Polytechnique de Mons, Mons, Belgium;(2) Canadian Research Chair in Optimization, Department of Computing and Software, McMaster University, Hamilton, Ontario, Canada |
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| Abstract: | In this paper, we formulate the l
p
-norm optimization problem as a conic optimization problem, derive its duality properties (weak duality, zero duality gap, and primal attainment) using standard conic duality and show how it can be solved in polynomial time applying the framework of interior-point algorithms based on self-concordant barriers. |
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| Keywords: | Duality theory l
p
-norm optimization conic optimization interior-point methods self-concordant barrier |
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