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  4. A Quadratic Cone Relaxation-Based Algorithm For Linear Programming

A Quadratic Cone Relaxation-Based Algorithm For Linear Programming

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ms999.pdf (827.29 KB)
Permanent Link(s)
https://hdl.handle.net/1813/39004
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Cornell Theses and Dissertations
Author
Sondjaja, Mutiara
Abstract

We present and analyze a linear programming (LP) algorithm based on replacing the non-negative orthant with larger quadratic cones. For each quadratic relaxation that has an optimal solution, there naturally arises a parameterized family of quadratic cones for which the optimal solutions create a path leading to the LP optimal solution. We show that this path can be followed efficiently, thereby resulting in an algorithm whose complexity matches the best bounds proven for interior-point methods. We then extend the algorithm to semidefinite programming (SDP).

Date Issued
2014-08-18
Keywords
Linear programming
•
Semidefinite programming
•
Interior-point methods
Committee Chair
Renegar, James
Committee Member
Williamson, David P
Todd, Michael Jeremy
Degree Discipline
Operations Research
Degree Name
Ph. D., Operations Research
Degree Level
Doctor of Philosophy
Type
dissertation or thesis

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