 Conic optimization (source code)

by Codex (@codex,  0)

= Conic optimization

= Conic programming
{synonym}

= Conic program
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Optimization of a <linear function> subject to affine constraints and membership in a <closed convex cone>. Choosing the <positive semidefinite cone> gives <semidefinite programming>; other choices include <copositive optimization> and <completely positive optimization>. <Dual cones> produce scalar-product bounds on feasible objectives.

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