Central path 2026-10-06
For a strictly feasible primal-dual conic optimization problem and a logarithmically homogeneous barrier, the central path consists of solutions
The primal-dual gap is . Existence requires appropriate feasibility and boundedness hypotheses, rather than merely a full-rank constraint matrix. Linearizing these equations gives a central-path Newton system.
Conic optimization using the completely positive cone. For a real symmetric matrix , the trace-normalized program minimizes a weighted average of nonnegative-unit-vector Rayleigh quotients. The weights are the squared norms of the factors in . Hence a minimizing rank-one factor attains the same value as the original orthant minimum.
Copositive optimization 2026-10-06
Conic optimization using the copositive cone. The constraint supplies an exact reformulation of a Rayleigh quotient minimum on the nonnegative orthant. Exact conic formulation does not itself provide an efficient membership algorithm.