Geodesic
A guide to conic optimisation and its applications
RAIRO - Operations Research - Recherche Opérationnelle, Tome 52 (2018) no. 4-5, pp. 1087-1106 Cet article a éte moissonné depuis la source Numdam

Voir la notice de l'article

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.

DOI : 10.1051/ro/2018034
Classification : 90-01, 90C22, 90C90
Keywords: Conic optimisation, second-order cone programming, semidefinite programming

Letchford, Adam N. 1 ; Parkes, Andrew J. 1

1 
@article{RO_2018__52_4-5_1087_0,
     author = {Letchford, Adam N. and Parkes, Andrew J.},
     title = {A guide to conic optimisation and its applications},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {1087--1106},
     year = {2018},
     publisher = {EDP-Sciences},
     volume = {52},
     number = {4-5},
     doi = {10.1051/ro/2018034},
     mrnumber = {3878619},
     zbl = {1411.90256},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ro/2018034/}
}
TY  - JOUR
AU  - Letchford, Adam N.
AU  - Parkes, Andrew J.
TI  - A guide to conic optimisation and its applications
JO  - RAIRO - Operations Research - Recherche Opérationnelle
PY  - 2018
SP  - 1087
EP  - 1106
VL  - 52
IS  - 4-5
PB  - EDP-Sciences
UR  - http://geodesic.mathdoc.fr/articles/10.1051/ro/2018034/
DO  - 10.1051/ro/2018034
LA  - en
ID  - RO_2018__52_4-5_1087_0
ER  - 
%0 Journal Article
%A Letchford, Adam N.
%A Parkes, Andrew J.
%T A guide to conic optimisation and its applications
%J RAIRO - Operations Research - Recherche Opérationnelle
%D 2018
%P 1087-1106
%V 52
%N 4-5
%I EDP-Sciences
%U http://geodesic.mathdoc.fr/articles/10.1051/ro/2018034/
%R 10.1051/ro/2018034
%G en
%F RO_2018__52_4-5_1087_0
Letchford, Adam N.; Parkes, Andrew J. A guide to conic optimisation and its applications. RAIRO - Operations Research - Recherche Opérationnelle, Tome 52 (2018) no. 4-5, pp. 1087-1106. doi: 10.1051/ro/2018034

Cité par Sources :