A guide to conic optimisation and its applications

Letchford, Adam Nicholas and Parkes, Andrew J. (2018) A guide to conic optimisation and its applications. RAIRO Operations Research, 52 (4). pp. 1087-1106. ISSN 0399-0559

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Most OR academics and practitioners are familiar with linear programming (LP) and its applications. Many are however unaware of conic optimisation, which is a powerful generalisation of LP, with a prodigious array of important real-life applications. In this invited paper, we give a gentle introduction to conic optimisation, followed by a survey of applications in OR and related areas. Along the way, we try to help the reader develop insight into the strengths and limitations of conic optimisation as a tool for solving real-life problems.

Item Type:
Journal Article
Journal or Publication Title:
RAIRO Operations Research
Uncontrolled Keywords:
?? conic optimisationsecond order cone programmingsemidefinite programmingmanagement science and operations researchtheoretical computer sciencecomputer science applicationsdiscipline-based research ??
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Deposited On:
30 Apr 2018 08:46
Last Modified:
26 Jan 2024 01:21