Questions tagged [conic-programming]
For questions about conic programming, a generalization of linear and semidefinite programming that considers constraints defined over convex cones.
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How to reformulate the log function as its equivalent conic programming?
I am trying to solve an optimization problem that contains power functions. I reformulated the problem via a logarithmic function, and it works well. The terms of the problem involved are similar to $\...
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Simple examples of conic programming and second order cone programming [closed]
I was looking at the book LECTURES ON MODERN CONVEX OPTIMIZATION, by Ben-Tal and Nemirovski, which covers a lot of material on conic optimization or conic programming. The ideas I seem to get, but I ...
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Write an inequality form SDP as an conic form problem in inequality form
I understand that semidefinite programming (SDP) is a subset of conic programming (CP). According to Boyd's Convex Optimization book section 4.6.1, the conic problem in inequality form is written as
$$...
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HARA utility as a power cone
I'm trying to follow the derivation in the following Mosek link where a HARA utility optimization problem is reformulated using power cones (see the secion titled "HARA utility as a Power cone&...
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Simple representation of a positive linear transformation of a semidefinite cone
I am trying to solve a conic optimization problem where one of my length $n$ vector decision variables is the sum of all of the $n$ unique diagonal bands of any $n \times n$ semidefinite matrix. I can ...
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How to get 5 points of an ellipse which is internaly tangent to two congruent intersecting circles.
Let two circles $C$ and $C’$ intersecting at points $A$, $B$. I would like to construct an ellipse passing through $A$ and $B$ using the $5$ points construction of GeoGebra (foci unknown). The problem ...
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Convex optimization problem not expressible as a conic program
I've been reading Boyd & Vandenberghe and it says that conic programming is a subclass of convex optimization. I haven't been able to find an example of a convex optimization problem that I cannot ...
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How is the dual problem for conic programs derived via Lagrangians?
I'm trying to get a better grip of conic programming and the relations between primal and dual problems.
Given a convex problem in standard form, e.g. $\min_x f(x)$ subject to $f_i(x)\le0$, one ...
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How to derive the dual of a conic programming problem, $\min_{x\in L}\{c^T x: \,\, Ax-b\in K\}$?
I'm trying to get a better understanding of the derivation of the dual problem associated with a given conic problem.
From these notes (pdf alert), a conic problem is written (see page 5) as
$$\min_x ...
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