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Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - A guide to conic optimisation and its applications
AU - Letchford, Adam Nicholas
AU - Parkes, Andrew J.
PY - 2018/11
Y1 - 2018/11
N2 - 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.
AB - 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.
KW - conic optimisation
KW - second order cone programming
KW - semidefinite programming
U2 - 10.1051/ro/2018034
DO - 10.1051/ro/2018034
M3 - Journal article
VL - 52
SP - 1087
EP - 1106
JO - RAIRO Operations Research
JF - RAIRO Operations Research
SN - 0399-0559
IS - 4
ER -