Title: A primal-dual algorithm for exponential-cone optimization
Abstract: We discuss a primal-dual algorithm for exponential-cone optimization. The algorithm is based on primal-dual scaling proposed by Tuncel, with similar properties as Nesterov-Todd scalings for symmetric cones. We also discuss a new corrector for nonsymmetric cones, which considerably reduces the number of iterations required to solve a number of test problems. This algorithm has recently been developed for version 9 of the MOSEK software.
Time: Thursday 08/08/2019, 10:45, room H2032
